Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques.
Br J Math Stat Psychol 2017 Sep 12. Epub 2017 Sep 12.
Department of Psychology, University of Notre Dame, Indiana, USA.
Autocorrelation and partial autocorrelation, which provide a mathematical tool to understand repeating patterns in time series data, are often used to facilitate the identification of model orders of time series models (e.g., moving average and autoregressive models). Read More