Lecture 39: Autocorrelation & AR(1) in Time Series πŸ“Š

Learn about autocorrelation, Durbin-Watson test, ACF plotting, and AR(1) models for time series analysis.

Lecture 39: Autocorrelation & AR(1) in Time Series πŸ“Š
Chris Mack
26.8K views β€’ Oct 6, 2016
Lecture 39: Autocorrelation & AR(1) in Time Series πŸ“Š

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

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26.8K

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Oct 6, 2016

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