Learning Objectives

The learning goals for this module are:

  • Discuss the non-seasonal ARIMA class of models for stationary series and its variations (AR, MA and ARMA);
  • Understand the main differences between autoregressive and moving average component;
  • Understand the unit root condition for stationarity;
  • Learn how to fit non-seasonal ARIMA models in R.


Here is a link to the slide deck used in class.


Recordings (optional)

Here you will also find some helpful recordings.


For this module you will complete Assignment 6. The due date for A6 is February 28.