94  Quiz: Properties of AR processes

Time Series Analysis

The AR(P) process, its state-space representation, the characteristic polynomial, and the forecast function
Bayesian Time Series
Author

Oren Bochman

Published

November 5, 2024

Keywords

time series, AR(p) process, reciprocal roots, characteristic polynomial, forecast function, autocorrelation function, R code

Caution

Section omitted to comply with the Honor Code