SRM: 4-3 | Autocorrelation and Autoregressive Models
Links to Notes:
https://thebudgetactuary.github.io/Exam_SRM/htmlFiles/HomePage.html
Timecodes
0:00 - Intro
0:08 - Autocorrelation
8:24 - AR(1) Model
15:31 - MSE of AR Model
19:29 - Predictions of AR
25:39 - Why is AR(1) Stationary
29:14 - When to use an AR Model