Stationary and nonstationary series, tools to determine ARMA models with R using Quarto

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  • Опубликовано: 11 сен 2024
  • How to identify ARMA models, stationary and nonstationary phenomenon
    All plots used in video codes are available here
    gist.github.co...

Комментарии • 3

  • @rwaewae
    @rwaewae 5 месяцев назад

    thanx

  • @schoolingofeconomics
    @schoolingofeconomics 5 месяцев назад

    In ARMA(1,1), How can ACF decay geometrically? Is it possible to have geometric decay shape with 1 lag?