ENSAE Time Series

Courses Summary

Practical sessions for the Time Series course of M1 students at l’ENSAE.

• Stationary processes
• ARIMA processes
• Multivariate regression

Revision sheets:

• Revisions
• Autocorrelation, Stationarity, White Noises
• ARIMA models (ongoing)
• VAR models (ongoing)

Hands-on code:

• TP4
• TP5