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Time Series Econometrics:

Time Series Econometrics:. Asst. Prof. Dr. Mete Feridun Department of Banking and Finance Faculty of Business and Economics Eastern Mediterranean University . What is a time series?. A time series is any series of data that varies over time. For example Monthly Tourist Arrivals from Korea

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DATA STATIONER AND DATA NON STATIONER

DATA STATIONER AND DATA NON STATIONER. Example- Real GDP (2000 Prices) Seasonally Adjusted. (1) Plot Time Series - Non-Stationary (i.e. time varying mean and correlogram non-zero). GDP. Time. r. k. These are Examples of Non-Stationary Time Series. Unit Root Testing.

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Kpss unit root test - PowerPoint PPT Presentation

Time Series Econometrics:

DATA STATIONER AND DATA NON STATIONER