Unit Root, Stochastic Trend, Random Walk, Dicky-Fuller test in Time Series

Опубликовано: 13 Май 2018
на канале: Analytics Uni - By Biswajit Pani
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1.2k

In this video you will learn about Unit roots and how you would detect them in Time Series data. Random stochastic trend is the reason why many time series data exhibit unit root. This is found when the time series data is random walk

Stationarity & Non Stationary series
Deterministic & Stochastic trend
Random Walk
Unit root test
Dicky-Fuller test for unit root

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