216
reads

Qiuyan Xu

2009-04-29
10:20:00 - 12:00:00

Analysis of Nonstationary Time Series

405 , Mathematics Research Center Building (ori. New Math. Bldg.)

In this talk, we will present the most common way of analyzing nonstationary time series. First, we will consider detrending, and then an empirical example will be provided. The data are about the monthly unemployment rates in Dallas County, Arizona, U.S. from January 1980 to June 2005. We will roughly discuss about transformation and differencing, and we will conclude the talk with the introduction of unit-root nonstationarity and ARIMA models.