search for: sttimser

Displaying 1 result from an estimated 1 matches for "sttimser".

Did you mean: stimer
2006 Apr 27
0
What are the differences between ACF and PACF in time seriesanalysis?
Hello Michael, see as an online resource: http://www.statsoft.com/textbook/sttimser.html or get hold on a time series analysis textbook, like one of the monographies written by Hamilton; Luetkepohl; Brockwell & Davis; Harvey or Box & Jenkins, to name but a few. In a nutshell, PACF 'eliminates' intermediate autocorrelations compared to ACF, e.g. an AR(1) process wi...