Partial Autocorrelation and the PACF: Concept Development

From the course by The State University of New York
Practical Time Series Analysis
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The State University of New York
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From the lesson
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.

Meet the Instructors

  • Tural Sadigov
    Tural Sadigov
    Applied Mathematics
  • William Thistleton
    William Thistleton
    Associate Professor
    Applied Mathematics