D-DS-FN-23: Data Science Foundations

By Dell · Question Mode

QuestionQ20

Advanced Analytics - Theory, Application, and Interpretation of Results for Eight Methods

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

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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