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Results tagged with time-series
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user 343056
Time series are data observed over time (either in continuous time or at discrete time periods).
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Order of integration of a time series process
I am having trouble solving the order of integration of a time series process. Consider the following processes:
\begin{align*}
\epsilon_t &\sim i.i.d.(0,1) \\
x_t &= \alpha x_{t-1}+\epsilon_t \\
y_t …
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