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R Programming Part 25 Auto Correlation Function

Joe Lightfoot

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R Programming Part 25 Auto Correlation Function

164 просмотра · 6 л. назад
Joe Lightfoot
85 подписчиков
164 просмотра · 6 л. назад
In this video I show issues with shocks and why time series data needs to be stationary to effectively analyse. A great tool I've found is the Auto correlation function lets you analyse visually the degree of random shocks in your data. I'm not a financial analysis but I do use the metaphor for how different stocks can diverge over time due to random events.