Autocorrelation Functions and ARIMA Modelling. Introduction Define what stationarity is and why it is so important to Econometrics Describe the Autocorrelation.
How should these data be modelled?. Identification step: Look at the SAC and SPAC Looks like an AR(1)- process. (Spikes are clearly decreasing in SAC.
DISSERTATION PAPER Modeling and Forecasting the Volatility of the EUR/ROL Exchange Rate Using GARCH Models. Student :Becar Iuliana Student :Becar Iuliana.
Student : Becar Iuliana Supervisor: Professor Moisa Altar
AR- MA- and ARMA-
