ГУ ВШЭ (МИЭФ), 2003, 36 стр.Задачи по следующим темам:
оператор запаздывания, автокорреляционные функции, модель ARMA(p,q), модель ARIMA(p,d,q), коинтеграция, модель коррекции ошибок, авторегрессия с запаздывающими разностями.
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Language: Russian
Commentary: 934012
Tags: Финансово-экономические дисциплины;Анализ и прогнозирование временных рядов