Hi can I calculate autocorrelation and partial autocorrelation to get the autorregresives and moving average, with correlograms? Reply
Hi Daniel, You can calculate autocorrelation and partial autocorrelation directly, as described at https://www.real-statistics.com/time-series-analysis/stochastic-processes/autocorrelation-function/ https://www.real-statistics.com/time-series-analysis/stochastic-processes/partial-autocorrelation-function/ You can produce correlograms as described at https://www.real-statistics.com/time-series-analysis/stochastic-processes/correlogram/ You can calculate the coefficients for moving average using ACF as described at https://www.real-statistics.com/time-series-analysis/moving-average-processes/ma-coefficients-acf/ You can calculate the coefficients for autoregressive processes using ACF or PACF as described at https://www.real-statistics.com/time-series-analysis/autoregressive-processes/finding-ar-coefficients/ Charles Reply
Hi can I calculate autocorrelation and partial autocorrelation to get the autorregresives and moving average, with correlograms?
Hi Daniel,
You can calculate autocorrelation and partial autocorrelation directly, as described at
https://www.real-statistics.com/time-series-analysis/stochastic-processes/autocorrelation-function/
https://www.real-statistics.com/time-series-analysis/stochastic-processes/partial-autocorrelation-function/
You can produce correlograms as described at
https://www.real-statistics.com/time-series-analysis/stochastic-processes/correlogram/
You can calculate the coefficients for moving average using ACF as described at
https://www.real-statistics.com/time-series-analysis/moving-average-processes/ma-coefficients-acf/
You can calculate the coefficients for autoregressive processes using ACF or PACF as described at
https://www.real-statistics.com/time-series-analysis/autoregressive-processes/finding-ar-coefficients/
Charles
This is a very good add-in for my work.
Thank you
XReal Stat