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What does an AR(p) model look like? What does a MA(q) model look like? What does an AR(p,q) model look like?

What does an AR(p) model look like?

Y_t – alpha1 Y_(t-1) – alpha2 Y_(t-2) – … alphap Y_(t-p)=c + e_t

What does a MA(q) model look like? 46 more words

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ACF and PACF

The autocorrelation function (ACF) measures the significance of correlations between the present observation and past observations to see how far back in time they are correlated.  96 more words

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Time Series Definitions

A time series is one variable collected over a consistent interval of time (yearly data, quarterly data, etc.).  Time series analysis is the analysis of data collected over time. 58 more words

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What is the ADF test?

The Augmented Dickey-Fuller test is used to determine if data needs differencing to make it stationary. The null hypothesis of the ADF test is that the data needs to be differenced to make it stationary, and the alternative hypothesis is that the data is stationary and doesn’t need to be differenced. 249 more words

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