Timeline for How to calculate the autocovariance of a time-series model when the expectation is taken over different lags?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Jul 8, 2023 at 22:33 | vote | accept | Hugo | ||
| Oct 28, 2019 at 19:17 | history | edited | Hugo | CC BY-SA 4.0 |
added 6 characters in body
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| Oct 28, 2019 at 14:53 | history | edited | Hugo | CC BY-SA 4.0 |
Corrected a mistake in the problem definition as pointed out by @gunes.
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| Oct 28, 2019 at 13:25 | answer | added | gunes | timeline score: 2 | |
| Oct 28, 2019 at 12:21 | history | edited | Hugo | CC BY-SA 4.0 |
Corrected a mistake in the problem definition as pointed in the "Comments" section.
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| Oct 28, 2019 at 12:20 | comment | added | Hugo | You're right, Richard. Thanks for spotting the error and giving me feedback. I'll edit the OG question. | |
| Oct 28, 2019 at 12:10 | comment | added | Richard Hardy | I'd be calculating the covariance of $Y_t$ and its first difference, $Y_{t−1}$: first lag, not first difference. | |
| Oct 28, 2019 at 1:09 | history | asked | Hugo | CC BY-SA 4.0 |