The AR(1) Model - Stationarity Condition and Properties Given Stationarity
Morten Nyboe Tabor
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The AR(1) Model - Stationarity Condition and Properties Given Stationarity
21 678 просмотров · 11 лет назад
Morten Nyboe Tabor
3,83 тыс. подписчиков
21 678 просмотров · 11 лет назад
We present the stationarity condition for the AR(1) model and derive the properties of the model given stationarity.
