Скачать или смотреть Lag ACF PACF Part5

Unlock the secrets of time series modeling in this video! We’ll explore key concepts:

Lag: Understand how past observations impact future ones.
ACF (AutoCorrelation Function): Peek into the correlation between a data point and its lagged versions.
PACF (Partial AutoCorrelation Function): Unravel direct relationships between data points, minus the influence of intermediate lags.
But that’s not all! I’ll guide you on the detective work to choose the right model:

AR (AutoRegressive): When lagged values matter—like a time-traveling Sherlock.
MA (Moving Average): For capturing short-term fluctuations—our data sleuth’s magnifying glass.
ARMA (AutoRegressive Moving Average): The dynamic duo of AR and MA, solving mysteries together.
ARIMA (AutoRegressive Integrated Moving Average): Handling trends and seasonality like seasoned detectives.
SARIMA (Seasonal ARIMA): When the case involves seasonal patterns—our seasoned investigators.