Partial Autocorrelation and the PACF First Examples

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Destrezas que aprenderás

Time Series Forecasting, Time Series, Time Series Models

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4.6 (1,064 calificaciones)
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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.

HS

Jun 08, 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.

De la lección
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.

Impartido por:

  • Tural Sadigov

    Tural Sadigov

    Lecturer
  • William Thistleton

    William Thistleton

    Associate Professor

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