Time Series Analysis, Statistics, Data Science, Artificial Intelligence, Python.
unknowns diagnostic checking prediction ACF : exponentially tail-off, PACF for large n-cases, Box-Ljung tests, Sign test, Rank test, q-q plot with fit model’s residual residuals should have properties of white noise (1) order determination, 차수결정 use PACF for AR(p) model, PACF deminish after lag-p.