The local partial autocorrelation function and some applications
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DOI: 10.1214/20-ejs1748
Abstract: The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many time series are not stationary and the use of classical global… read more here.
Keywords: local partial; partial autocorrelation; time series; autocorrelation function ... See more keywords
Partial Autocorrelation Diagnostics for Count Time Series
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DOI: 10.3390/e25010105
Abstract: In a time series context, the study of the partial autocorrelation function (PACF) is helpful for model identification. Especially in the case of autoregressive (AR) models, it is widely used for order selection. During the… read more here.
Keywords: count processes; time series; partial autocorrelation; series ... See more keywords