Derivation - ACF and PACF
Derive and interpret the ACF and PACF functions for the AR(1) and MA(1) process.
Derivation - ARMA
Derive and discuss the stationarity restrictions for an ARMA(1,1) process.
Autoregression
Understanding autoregression: predicting future values using past data in time series analysis.
Autoregressive Distributed Lag Model
Exploring the Autoregressive Distributed Lag (ARDL) model for analyzing short- and long-term relationships in time series data.