Univariate Analysis of Stationary Time Series
Although this book has integration and cointegration analysis as its theme, it is nevertheless a necessity to first introduce some concepts of stochastic processes as well as the stationary ARMA model class. Having paved this route, the next steps (i.e., the introduction of non-stationary, unit root, and long-memory processes) will follow in Chapter 3.
KeywordsTime Series Unemployment Rate Unit Root Gross National Product Stationary Time Series
Unable to display preview. Download preview PDF.