Seasonality - SPUR ECONOMICS

Interpreting ACF and PACF plots

Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) can provide valuable insights into the behaviour of time series data. They are often used to decide the number of Autoregressive (AR)…

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June 21, 2022

Econometrics / Time Series

Seasonality and Seasonal-ARIMA models

Seasonality, sometimes referred to as seasonal variation, is common in economic time series. The time series variables may change in a cyclical pattern with time. This cyclical pattern is termed…

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May 27, 2022

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