Materi Analisis Deret Waktu

Autoregressive
Process

by Eni Sumarminingsih, SSi, MM

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we assume that the process mean has been subtracted out so that the series mean
is zero

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• Since || < 1 , the magnitude of the
autocorrelation function decreases
exponentially as the number of lags, k,

increases.
• If 0 < 