Partial Autocorrelation and the PACF - Concept Development

Loading...
Visualizar o programa do curso

Habilidades que você aprenderá

Time Series Forecasting, Time Series, Time Series Models

Avaliações

4.6 (780 classificações)
  • 5 stars
    532 ratings
  • 4 stars
    196 ratings
  • 3 stars
    41 ratings
  • 2 stars
    4 ratings
  • 1 star
    7 ratings
LY

Aug 03, 2019

A nice course which is practical as the name said, it balanced the portion of theories and practices. I used to not familiar with this topic, but now I consider myself much more familiar.

MS

Feb 28, 2018

I have not completed the course yet, working on week 5. If you have some Math background, this course gives a good practical introduction to Time Series Analysis. I recommend it.

Na lição
Week 4: AR(p) processes, Yule-Walker equations, PACF
In this week, partial autocorrelation is introduced. We work more on Yule-Walker equations, and apply what we have learned so far to few real-world datasets.

Ministrado por

  • Tural Sadigov

    Tural Sadigov

    Lecturer
  • William Thistleton

    William Thistleton

    Associate Professor

Explore nosso catálogo

Registre-se gratuitamente e obtenha recomendações, atualizações e ofertas personalizadas.