#autocorrelation

Autocorrelation Functions for Time Series

Oct 13, 2022 Autocorrelation Functions for Time Series
This post provides some theoretical background on autocorrelation functions and how to use them to analyze time series. Furthermore, we show how to use the autocorrelation (ACF) function and the Partial Autocorrelation (PACF) functions to determine the parameters for an ARMA model.