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Day-5: Session theme: Introduction to time-series data analysis
Day-5: Session theme: Introduction to time-series data analysis
Resource Person: Prof. Chandan Sharma (IIM,Lucknow)
Prof. Sharma explained the theoretical aspects of time-series data and its underlying aspects. He then discussed the problem of unit root in time-series data and various tests which can identify the presence of unit root in data. He also demonstrated the application of these tests using eviews and STATA.
