Autocorrelation
Gist
When errors are correlated over time.
Time Series
Important for Time Series Analysis
Plots
ACF
PCF
The partial autocorrelation function. It's autocorrelation for lag k after removing the effect of the lower lag.
When errors are correlated over time.
Important for Time Series Analysis
The partial autocorrelation function. It's autocorrelation for lag k after removing the effect of the lower lag.