16/09/2025
📊Time Series Formula Clean Sheet for students of MSc in Finance.
❓️What is it about?
Time series are data over time, like car sales, revenues, etc.
Understanding how to do forecasting and analysis is crucial for any business.
Here are some the key theory concepts you should know.
- AR, MA, ARMA
- Stationarity tests
- Integration / Cointegration
🔥 What you should do?
Some of the most prevalent finance and economic theories, like the Efficient Market Hypothesis, are based on stationary time series.
Make sure you understand how to make series stationary and produce forecasts.
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