Time Series Analysis, Statistics, Data Science, Artificial Intelligence, Python.
positive number, l , ② Ljung-Box (Portmanteau test) Hypothesis H_a : for at least one of i, (5) forecasting For AR(1), estimate μ and Z_i from n-period, estimation of 1-step-future and confidence interval, from n-period, estimation of l-step-future and confidence interval, — — — — — — — — — — — — —