Autoregressive vs Moving Average Order One processes - part 1

Ben Lambert
Ben Lambert
89.8 هزار بار بازدید - 11 سال پیش - This video provides a methodology
This video provides a methodology for diagnosing whether a given series is AR(1) or MA(1). Check out ben-lambert.com/econometrics-course-problem-sets-a… for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.com/bayesian/ Accompanying this series, there will be a book: www.amazon.co.uk/gp/product/1473916364/ref=pe_3140…
11 سال پیش در تاریخ 1392/06/25 منتشر شده است.
89,848 بـار بازدید شده
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