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 (933 classificações)
  • 5 stars
    68%
  • 4 stars
    25%
  • 3 stars
    6%
  • 2 stars
    1%
  • 1 star
    1%
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.

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.

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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