A simple approach to understanding the behaviour of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a ...
This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...
This is a preview. Log in through your library . Abstract Two tests for differences in the lag 1 autocorrelation coefficient based on jackknife estimates are proposed. These tests are developed for ...