May 1, 2024
3 minute read
Autocorrelation is a statistical phenomenon that describes the correlation between a time series and its own lagged values. In other words, it measures the extent to which the current value of a time series is influenced by its past values. Autocorrelation is an important concept in many fields, including economics, finance, and climatology.
Why Learn About Autocorrelation?
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Find a path to becoming a Autocorrelation. Learn more at:
OpenCourser.com/topic/96vjtt/autocorrelatio
Reading list
We've selected 13 books
that we think will supplement your
learning. Use these to
develop background knowledge, enrich your coursework, and gain a
deeper understanding of the topics covered in
Autocorrelation.
This classic book introduces the Box-Jenkins approach to time series analysis, which is widely used in practice, and includes discussions on autocorrelation.
Provides a comprehensive overview of time series analysis methods, including autocorrelation analysis, and is suitable for advanced undergraduate and graduate students.
Provides a practical guide to forecasting methods, including time series analysis techniques like autocorrelation, and is suitable for both practitioners and students.
Provides a comprehensive overview of time series analysis methods, including autocorrelation analysis, and is suitable for advanced undergraduate and graduate students.
Covers a broad range of time series analysis topics, including autocorrelation, and is suitable for both undergraduate and graduate students.
Combines theoretical foundations of time series analysis with practical applications using the R software, including autocorrelation analysis.
Provides a concise introduction to autocorrelation analysis, making it accessible to a wider audience, including undergraduate students and practitioners.
Covers both spectral analysis and time series analysis, including autocorrelation, and is suitable for advanced undergraduate and graduate students.
Focuses on applying time series analysis methods, including autocorrelation analysis, to financial data using the S-PLUS® software.
For more information about how these books relate to this course, visit:
OpenCourser.com/topic/96vjtt/autocorrelatio
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