Beyond ARMA Models: Nonstationarity - Time series models - Document - PDFSEARCH.IO

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	Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simpl Add to Reading List Document Date: 2015-02-27 11:14:32 Open Document File Size: 350,78 KB Share Result on Facebook SocialTag XT Partial autocorrelation function Moving-average model Statistics Autoregressive integrated moving average Noise

Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simplAdd to Reading List