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Concept
Order Of Integration
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Summary
The
Order Of Integration
of a
Time Series
indicates the
Number of differences
required to make it stationary. It is a
Crucial concept
in econometrics and
Time Series
analysis, often used to determine the appropriate differencing in models like ARIMA.
Concepts
Stationarity
Differencing
Time Series Analysis
ARIMA Model
Unit Root
Non-stationary Process
Cointegration
Augmented Dickey-Fuller Test
Phillips-Perron Test
Integrated Of Order D (I(d))
Unit Root Tests
Difference Stationary Process
Relevant Degrees
Probability and Statistics 50%
Differential and Integral Equations 30%
Computational Mathematics 20%
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