Autocorrelation

What is autocorrelation in a time series and how to measure it
This video supports the textbook Practical Time Series Forecasting.
www.forecastingbook.com
www.galitshmueli.com

[@samharris5262]

Thank u prof. You integrated the concept the way no body amongst several has done online. Thank u so much

[@elvismunetsi8268]

I agree with Shariq you are so lucid to the extend that even a person with no econometric background understands. Thank you prof.

[@mohamednassef8612]

Thank you Prof. for the outstanding and clear explanation of autocorrelation concept!

[@EdeYOlorDSZs]

you have a great voice for explanations! Cheers

[@ibrahimalabi6162]

Thank you so much! you just made my day

[@investwithvincent6329]

You are so amazing in the way you presented that... Thank God... I'm unsure how i found your page, but I'm hoping to follow plenty more

[@shelorck5118]

this was very useful! thank you!

[@murattuna9364]

thank you , but can you help me about describing pacf?You gave an example lag-1 autocorelation, then how is the lag-1 partial autocorelation

[@veducatube5701]

Thanks Professor!

[@veducatube5701]

1+ subscriber from India

[@yulinliu850]

Much appreciated.

[@fmb5791]

That was perfect, thanks a lot

[@mamdouhwaleed7595]

Great video thanks, but how did you get the lag 1 correlation (0.64). I got 0.1037575.

[@thedatascienceinstitute9157]

Nice one

[@sakshyasoni3459]

Ma'am, can we find these slides anywhere?

[@iiiiiiiiiiiiiiiiiiiiii2023]

NICEEEEE!