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Time series are data observed over time (either in continuous time or at discrete time periods).

2 votes
1 answer
318 views

Characteristic roots of AR polynomial

I understand why we need to find the unit root, but i get stuck when i try to actually find it. This is probably an easy exercise (im new to the topic), so i hope you guys can help me. I know this is …
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  • 23
0 votes
1 answer
327 views

ACF and PACF vs Ljung Box test

I have a time series with realized sales prices on monthly basis in a large European city which comes as an index and I would like to do 1 period ahead forecasting. I have run ADF and KPSS for unit ro …
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  • 23