search

Grefer / MelonsComment

BlogsComment
0 stars 0 forks source link

READING 27: MODELING CYCLES: MA, AR, AND ARMA MODELS #30

Open Grefer opened 5 years ago

Grefer commented 5 years ago

https://www.melonsblog.cn/2019/10/reading-27-modeling-cycles-ma-ar-and.html#more

Grefer commented 5 years ago

Yule-Walker equation: the t-period autocorrelations = coefficient^t