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 (1,145 classificações)
  • 5 stars
    68.64%
  • 4 stars
    24.19%
  • 3 stars
    5.24%
  • 2 stars
    1.04%
  • 1 star
    0.87%
LY
2 de Ago de 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.

HS
7 de Jun de 2020

very good course with theortical explanation as well as practical implimentation.simulation of every model is very nice thing in the course that increase your understanding of the topic.

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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