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gail_massari

Community Manager

Joined:

Feb 27, 2013

In the Time Series example using simulated data, what is the rational for choosing the AR(2) Model?

In his JMP 12 Advanced Mastering JMP webcast on Time Series Analysis and Forecasting, Jian Cao shows that the Lag2 Partial Autocorrelation Coefficient is significant, which suggests using the AR(2) model.

(view in My Videos)

 

 

 

 

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