D-DS-FN-23: Data Science FoundationsDemo

Question

In time-series analysis, which function is examined to determine the order of the autoregressive component in an ARIMA model?

A Logistic function
B Lognormal distribution function
C Partial autocorrelation function
D Normal distribution function

Explanation

The partial autocorrelation function isolates the direct correlation at each lag after controlling for intervening lags. Its cutoff pattern is used to identify the autoregressive order of an ARIMA model.

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NIST: Partial Autocorrelation Plot

D-DS-FN-23: Data Science FoundationsDemo

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