A stochastic process (aka a random process) is a collection of random variables ordered by time. This is the “population version” of a time series (which plays the role of a “sample” of a stochastic process).
Topics:
- Stationary Process
- Autocorrelation Function
- Partial Autocorrelation Function
- Purely Random Time Series (white noise)
- Random Walk
- Deterministic Trend
- Dickey-Fuller Test
- Real Statistics Time Series Testing Tools
