November 2019
Intermediate to advanced
346 pages
9h 36m
English
In the first step, we generate a simple toy time series. The series consists of values on a line sprinkled with some added noise. Next, we plot our time series in step 2. You can see that it is very close to a straight line and that a sensible prediction for the value of the time series at time
is
. To create a forecast of the value of the time series, we consider three different schemes (step 3) for predicting the future values of the time series. In an autoregressive model, the basic idea is that the value of the time series ...
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