Partial Autocorrelation and the PACF First Examples

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Habilidades que você aprenderá

Time Series Forecasting, Time Series, Time Series Models

Avaliações

4.6 (543 classificações)
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RS

Mar 18, 2018

Really great lectures and clearly explaining the concepts and complicated models. In my opinion, a bit of practical applications of these models on Panel Data should be included.

JC

Mar 14, 2018

Very good introduction to Time Series with R. Emphases on concepts rather than on dry math, but also precise as needed. Good supporting material and excellent professors.

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

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