Correlogram

Read through the articles related to Correlogram analysis and its application in time series modeling.

NumXL 1.67 MARTHA public availability

A Correlogram tale

This issue is brimming with info about a key tool in our time series arsenal toolbox: correlogram analysis. We take you first through the auto-correlation and the partial auto-correlation functions definition.Next, we derive and highlight the common patterns in the ACFi and PACFi plots generated by AR, MAi and ARMAi type of processes. Finally, we draw a number of observations and drive quick intuitions to further help us identifying the candidate model(s) and its order using only ACF/PACF plots set.

Read More »

Categories

Popular Tags