SRM: 4-3 | Autocorrelation and Autoregressive Models

SRM: 4-3 | Autocorrelation and Autoregressive Models

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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