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user 388119
The AutoCorrelation Function and Partial AutoCorrelation Function pertain to the correlation of a time series with itself at different lags. They are used to detect non-independence & suggest p, d, q terms in the Box-Jenkins approach to ARIMA modeling.
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How to test for statistical independence on non-stationary time series?
I have multiple time series on which I want to identify statistically significant (if any) trends.
To that end, I started by conducting the Augmented Dickey Fuller (ADF) test to identify which series …
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