A simple approach to understanding the behaviour of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a ...

Journal of the Royal Statistical Society. Series C (Applied Statistics) We introduce a class of robust estimates for the partial autocorrelation function of a univariate stationary time series and ...

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...