Application of Autocorrelation Function in Time Series Modeling
Zhipeng Yao · 2011
The autocorrelation function reflects the interior relations between the time series and its dependent relations.The properties and modalities of time series variable is used to test whether the mean value of the time series process is zero or not,and to test the adaptability of the model that is proposed.An example is used to verify the validity and feasibility of this mothed.