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GATECH / Industrial Engineering / IE 6402 / When is a time series considered a white noise?

When is a time series considered a white noise?

When is a time series considered a white noise?

Description

School: Georgia Institute of Technology - Main Campus
Department: Industrial Engineering
Course: Time Series
Professor: Alexander shapiro
Term: Spring 2016
Tags: Time Series, Covariance, correlation, and MA(1)
Cost: Free
Name: ISyE 6402 Time Series Week 1 Notes
Description: These are notes I've made for the first week of material. They cover some basic proofs in regards to Covariance and Correlation as well as derivations for the autocorrelation functions discussed is class. The AR(1) model is not included as we will discuss it next week
Uploaded: 01/13/2016
5 Pages 188 Views 3 Unlocks
Reviews

Jason Brekke (Rating: )

I was sick all last week and these notes were exactly what I needed to get caught up. Cheers!