6. Linear Regression: Part II

Topics

Including external information
Autocorrelation and AR models 
  • Autocorrelation 
  • Second-layer AR models 
  • Evaluating predictability and random walks 
  • General overview of ARIMA models

Data & Analysis Files

Slides: External Information

Slides: Autoregression

Reading

Please read: 
Section 7.1 in Chapter 7 
Section 5.5 in Chapter 5