Week 12 Detection of Stationary Series
How to Detect Series is Stationary
Graphical Method
Emirical Method
By Using E Views and Minitab
Exponential Smooting Methods
1. SimpleExponential Smooting Method
2. Holt Trend Corrected Exponential Smooting Method
3. Holt Winter Exponential Smooting Method
a) Additive Holt Winter Exponential Smooting Method
b) Multiplicative Holt Winter Exponential Smooting Method
By Using E Views and Minitab
Course Material
- Course Outline
- Week 1-2 Introduction to Time series
- Week 3-4 Time series components and Stationary Time Series
- Week 5 AutoCorrelation Funtion and Its properties
- Week 6-7 Exponential Smoothing Methods
- Week 8 Spectral Density Function and Periodogram
- Week 9 Mid Term
- Week 10-11 Stochastic Process
- Week 12 Detection of Stationary Series
- Week 13- 14 Autoregressive Model and Moving Average Model
- week 15-16 ARMA and ARIMA Model
- Week 17 Software
- Week 18 Final Exam
- Chapters 13
- Department Statistics
- Teacher
Samra Rani
