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Explain what is meant by the following time series terms i) Sample autocorrelation function ii) The if...

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Statistics

Explain what is meant by the following time series terms

i) Sample autocorrelation function

ii) The if and only if conditions for the stationarity of theARMA(p,q) process

iii) The partial autocorrelation function

Answer & Explanation Solved by verified expert
3.9 Ratings (576 Votes)
Autocorrelation in statistics is a mathematicaltool that is usually used for analyzing functionsor series of values for example time domain    See Answer
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