96  Quiz: Spectral representation of the AR(p)

Time Series Analysis

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

Oren Bochman

Published

November 5, 2024

Keywords

time series, stability, order of an AR process, characteristic lag polynomial, autocorrelation function, ACF, partial autocorrelation function, PACF, smoothing, State Space Model, ARMA process, ARIMA, moving average, AR(p) process, R code

Caution

Section omitted to comply with the Honor Code