Welcome to Bayesian Statistics: Time Series

View Syllabus

Skills You'll Learn

Bayesian Statistics, Forecasting, Dynamic Linear Modeling, Time Series, R Programming

From the lesson

Week 1: Introduction to time series and the AR(1) process

This module defines stationary time series processes, the autocorrelation function and the autoregressive process of order one or AR(1). Parameter estimation via maximum likelihood and Bayesian inference in the AR(1) are also discussed.

Taught By

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    Raquel Prado


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