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This document discusses different types of time series models: (1) A stationary AR(1) process without a constant, (2) A stationary AR(1) process with a constant, (3) A stationary AR(1) process that incorporates a linear trend, (4) A non-stationary random walk process without drift (stochastic trend only), (5) A non-stationary random walk process with drift (stochastic and deterministic trends), and (6) A non-stationary random walk process with drift and a time trend (stochastic and deterministic trends). Th

Author

Alejandro Lamas Martinez

Language

EN