Samenvatting
Summary - ARMA Basics
- Instelling
- Vrije Universiteit Amsterdam (VU)
This summary provides the basis for the ARMA models. It contains an explanation of the autocorrelation, White Noise, Partial Autocorrelation, Moving Average Model, Stationarity of the time series, weakly stationary, covariance stationary, model selection criteria, and how to interpret the graphs. ...
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