Eviews的视频教程——Time Series
拿到了一组时间序列数据后，应该怎么做？这个视频教程会教你如何使用eviews软件一步步的完成：ACF/PACF、Unit Root检验，ARMA模型的估计，以及估计后的诊断。

Univariate Time Series Models
Note: The primary reference text for these notes is Enders (2004). An alternative, but slightly more technical
book is Hamilton (1994).
2.1 Stochastic Processes
A stochastic process a generic term which can refer to any type of time series model. The standard
notation of a stochastic process is
{yt}
where {·} is used to indicate that the yt’s form a sequence. You have already encountered a number of
stochastic processes. The simplest specifies that yt
IID ∼ D for some distribution D. Another stochastic
process you have encountered is the random walk,