"UM" <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > "David Reilly" <[EMAIL PROTECTED]> wrote > > "UM" <[EMAIL PROTECTED]> wrote > > > What's the difference between > > > AutoCorrelation and AutoRegression? > > > Is both the same? > > > > please read > http://www.itl.nist.gov/div898/handbook/eda/section3/eda35c.htm > > > > and the section on ARIMA models UNDER the time series option > > > > http://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm > ... > > Hello, thank you very much for the pointers. > The given web site is indeed a very good resource. > UM
I am glad to have been of help. Please note that the ACF is effected by unusual values (pulses ) , level shifts , local time trends and seasonal pulses ..... So you must be careful in interpreting the ACF when such things are in the data. regards dave reilly afs . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
