autocorrelation function (ACF) [ACF]

Share This

“A chart used in time series analysis to help determine the number of lags to use for the moving average component of an ARIMA model. It plots the auto correlation values for each lag value. If the ACF cuts off at a specific lag while the PACF dies down, the cutoff point is a good estimate for the maximum MA lag.”

« Back to Glossary Index Download Tooltip Pro
By |February 1st, 2019|Comments Off on autocorrelation function (ACF) [ACF]