Part IV: Autoregression, Downloadable Version
- By Conrad Carlberg
- Published Sep 9, 2014 by Que. Part of the LiveLessons series.
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Description
- 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.
