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 (1,292 classificações)
  • 5 stars
    68.65%
  • 4 stars
    24.14%
  • 3 stars
    5.26%
  • 2 stars
    1%
  • 1 star
    0.92%
JM
20 de Mar de 2019

This was a very good and detailed course. I liked this course for two reasons mainly:\n\nIt started from the basics of timeseries analysis, covering theory and secondly it took me gradually to r.

RT
16 de Jul de 2020

Easily one of the best time-series courses online. Although it says "practical", there is plenty of good theory to back up the practice and at the same time not overwhelming or distracting.

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

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    Tural Sadigov

    Lecturer
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    William Thistleton

    Associate Professor

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