Jun 5, 2020
7 min read
A Complete Introduction To Time Series Analysis (with R):: Classical Decomposition Model part I
In the last chapter, we studied the definition of stationary processes along with a couple of important examples: the IID Noise, White Noise, Random Walks, and the AR(1) and MA(1) processes, along with their respective expectations and autocovariance functions. We will now switch gears to what we saw some time ago about the…
