15 2 Trend-stationary and unit root process and converting exponential trend into linear drift

15.2. Trend-stationary process, unit root process and conversion of exponential trend into linear drift
본 영상은 trend를 내포하는 non-stationary 프로세스를 표현하는 두가지 방식 (trend-stationary process and unit root process)을 살펴보고, 지수적으로 증가하는 변수를 내포한 프로세스를 stationary process로 변환하는 방식을 설명한다.
This video presents two ways of writing non-stationary process; that is trend-stationary process and unit root process. The video also shows how to convert exponentially growing time-series into stationary process.
Click the following link to get the lecture note presented during the video.
drive.google.c...
★ Reference: Time series analysis, James D. Hamilton Princeton University Press, 1994.