Lecture 39: Autocorrelation & AR(1) in Time Series π
Learn about autocorrelation, Durbin-Watson test, ACF plotting, and AR(1) models for time series analysis.

Chris Mack
26.8K views β’ Oct 6, 2016

About this video
Durbin-Watson test for autocorrelation, plotting the autocorrelation function, the autoregressive model AR(1), transforming data based on the AR(1) model.
Course Website: http://www.lithoguru.com/scientist/statistics/course.html
Course Website: http://www.lithoguru.com/scientist/statistics/course.html
Tags and Topics
Browse our collection to discover more content in these categories.
Video Information
Views
26.8K
Likes
228
Duration
31:36
Published
Oct 6, 2016
User Reviews
4.3
(5) Related Trending Topics
LIVE TRENDSRelated trending topics. Click any trend to explore more videos.
No specific trending topics match this video yet.
Explore All Trends