Lecture 23B: Models for Linear Non stationary Processes -2 (with R Demonstrations)

R Demonstration, Develop time-series model.

[sandeeppydi]

Sir if we have data for stock market like data where data not collected on weekends and on holidays, how to handle such situations ? Seasonality can be taken 5 ?

[tanmaysinha]

if (1-q-1)w[k] is non invertible, will that create problem? Still (1-q-1)w[k] is stationary