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In this video, we'll be discussing Autoregressive Models (AR) - a type of statistical model used to analyze and predict time series data. We'll explain the basic concept behind AR models and how they are used to analyze and forecast time series data. We'll also delve into important related concepts such as mean reversion, covariance stationarity, and autocorrelation, which are key to understanding how AR models work. By the end of this video, you'll have a solid understanding of AR models and how to use them to analyze and forecast time series data.
15 сен 2024
