Time Series

Discussion in 'SP9' started by Viki2010, Sep 8, 2014.

  1. Viki2010

    Viki2010 Member

    Do we need to be able to state/ write the formula for different time series models or would that be given in the question?
     
  2. Edwin

    Edwin Member

    It's been asked before, definition of stationarity i don't see why they can't ask for definition of ARIMA or GARCH, so yep....know the formulas
     
  3. Simon James

    Simon James ActEd Tutor Staff Member

    I'd agree with Edwin...you should know the general forms of the models, how they might be used and how they might be fitted/parametrised etc
     

Share This Page