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In the Time Series example using simulated data, what is the rational for choosing the AR(2) Model?
Created: Mar 29, 2016 04:33 PM  |  Last Modified: Dec 3, 2021 04:06 PM

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.

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