03 Introduction to Time Series Modelling: Tests of Stationarity - ADF Test and ACF and PACF
1:13:04
YouTubeRiSk UnSolvd
03 Introduction to Time Series Modelling: Tests of Stationarity - ADF Test and ACF and PACF
This video lecture discusses the key statistical tests for assessing the stationarity of a time series model. This session focusses on the interpretation of Autocorrelation Function (ACF), Partial Autocorrelation Function (PACF) and Augmented Dickey Fuller Test (ADF). The conclusions of the ACF and PACF plots must reconcile with ADF test results
515 viewsOct 11, 2020
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