Statistical Learning for Big Dependent Data (Wiley Series in Probability and
107,00 €
Preface xvii 1. A: Difference Equations 103 Exercises 108 References 108 3. 140 3.4.2 Properties of VARMA Models 141 3.4.3 Modeling VARMA Process 141 3.4.4 Use of VARMA Models 142 3.5 Unit Roots and Co-Integration 147 3.5.1 Spurious Regression 148 3.5.2 Linear Combinations of a Vector Process 148 3.5.3 Co-integration 149 3.5.4 Over-Differencing 150 3.6 Error-Correction Models 151 3.6.1 Co-integration Test 152 Exercises 157 References 157 4.
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