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The author has discovered "autoregressive" (AR) models, which are time series 101 and not a "hack". I think an introductory blog post should introduce relevant
by Bostonian 3y ago
The author has discovered "autoregressive" (AR) models, which are time series 101 and not a "hack". I think an introductory blog post should introduce relevant terminology, so that a reader can learn more. The statsmodels package of Python can fit both AR(1) and higher-order AR models, as well as ARMA model, as can the "forecast" and several other packages of R.