Timeline for What does an ACF graph tell me that a PACF graph doesn't?
Current License: CC BY-SA 3.0
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Nov 22, 2011 at 14:20 | history | tweeted | twitter.com/#!/StackStats/status/138985320044695552 | ||
Nov 22, 2011 at 13:48 | comment | added | Andy W | I was taught that one can potentially identify the difference between an auto-regressive series and a moving average series by examining the PACF (see this webpage by Robert Nau for an explanation). A more complete answer would state why that is the case though (and functionally what is the difference between an AR and a MA process mathematically). | |
Nov 22, 2011 at 12:25 | answer | added | IrishStat | timeline score: 1 | |
Nov 22, 2011 at 7:43 | history | asked | Adam | CC BY-SA 3.0 |