Solving recurrences The analysis of merge sort from Lecture I required us to solve a recurrence Recurrences are like solving integrals erential equations, etc o Learn a few tricks Lecture 3: Applications of recurrences
Ch. 18 Vector Time series 1 Introduction In dealing with economic variables often the value of one variables is not only related to its predecessors in time but, in addition, it depends on past values of other variables. This naturally extends the concept of univariate stochastic process to vector time series analysis. This chapter describes the dynamic in
Ch. 15 Forecasting Having considered in Chapter 14 some of the properties of ARMA models, we now show how they may be used to forecast future values of an observed time series. For the present we proceed as if the model were known ecactly Forecasting is an important concept for the studies of time series analysis. In the scope of regression model we usually