Category Archives: Purchasing Power Parity

Forecasting Financial Markets – Part 1: Time Series Analysis

The presentation in this┬ápost covers a number of important topics in forecasting, including: Stationary processes and random walks Unit roots and autocorrelation ARMA models Seasonality Model testing Forecasting Dickey-Fuller and Phillips-Perron tests for unit roots Also included are a number … Continue reading

Posted in ARMA, Econometrics, Forecasting, Purchasing Power Parity, Time Series Modeling, Unit Roots, White Noise | Tagged , , , , , | 1 Comment