Partial Autocorrelation and the PACF First Examples

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Skills You'll Learn

Time Series Forecasting, Time Series, Time Series Models

Reviews

4.6 (1,315 ratings)
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JM
Mar 20, 2019

This was a very good and detailed course. I liked this course for two reasons mainly:\n\nIt started from the basics of timeseries analysis, covering theory and secondly it took me gradually to r.

RT
Jul 16, 2020

Easily one of the best time-series courses online. Although it says "practical", there is plenty of good theory to back up the practice and at the same time not overwhelming or distracting.

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.

Taught By

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    Tural Sadigov

    Lecturer
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    William Thistleton

    Associate Professor

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