Ma processes - PowerPoint PPT Presentation

Time Series Models

Time Series Models. Stochastic processes Stationarity White noise Random walk Moving average processes Autoregressive processes More general processes. Topics. Stochastic Processes. 1. Time series are an example of a stochastic or random process

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Time Series Models

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STAT 497 LECTURE NOTES 3

STAT 497 LECTURE NOTES 3. STATIONARY TIME SERIES PROCESSES (ARMA PROCESSES OR BOX-JENKINS PROCESSES). AUTOREGRESSIVE PROCESSES. AR( p ) PROCESS: or where. AR(p) PROCESS. Because the process is always invertible .

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