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Part IV: Autoregression, Downloadable Version

Part IV: Autoregression, Downloadable Version

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  • Copyright 2015
  • Edition: 1st
  • Downloadable Video
  • ISBN-10: 0-13-405024-X
  • ISBN-13: 978-0-13-405024-9

Lesson 13: Simple single lag autoregression

Discover the concept and uses of autocorrelation functions and partial autocorrelation functions. Create Correlograms in Excel charts to easily interpret these functions.

Lesson 14: Correlograms and moving average time series

Step through the analysis of a trended time series: detrending, using autocorrelation functions, forecasting first differences, optimizing alpha, and getting the one-step-ahead forecast.

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