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ACF - Auto Correlation Function (TS E10)
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YouTubeDimitri Bianco
ACF - Auto Correlation Function (TS E10)
As part of the time-series video playlist, today's video covers the auto correlation function (ACF). ACF charts provide an insight into a time-series data structure. They are useful for diagnosing serial correlation in errors (however White's Test is better), selecting MA terms for a time-series model, and detecting seasonal and cyclical ...
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