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Autoregressive vs Moving Average Order One processes - part 1

92.3K views
Sep 16, 2013
3:49

This video provides a methodology for diagnosing whether a given series is AR(1) or MA(1). Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti

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Autoregressive vs Moving Average Order One processes - part 1 | NatokHD