Time Series Analysis, Statistics, Data Science, Artificial Intelligence, Python.
use information criteria sigma_i is Maximum likelihood estimation of Variance (2) determination of a constant term : check of sample mean (μ = E(Y_i)) hypothesis : H_0 : μ =0 , H_a: μ ≠ 0 verification (3) Estimate : LSE or MLE (4) Check the white noise ① ACF (or PACF) Hypothesis — for a random