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There is a mistake In "Autocorrelation & partial autocorrelation" section. Text about ACF is wrong.
Autocorrelation function(AFC) describes the direct relationship between an observation and its lag. The AFC plot can help to identify the extent of the lag in moving average models.
Expected behavior
We must rewrite this section like this:
Autocorrelation function (ACF, $\rho(\tau))$ describes the relationship between $y_t$ and $y_{t+\tau}$. The ACF plot can help to identify the extent of the lag in moving average models.
Partial autocorrelation function (PACF, $\gamma(\tau))$ describes the relationship between $y_t$ and $y_{t+\tau}$ cleaned from the influence of $y_{t+1}, ..., y_{t+k-1}$. The PACF plot can help to identify the extent of the lag in autoregressive models.
How To Reproduce
Check tutorial in docs.
Environment
No response
Additional context
No response
Checklist
Bug appears at the latest library version
The text was updated successfully, but these errors were encountered:
🐛 Bug Report
There is a mistake In "Autocorrelation & partial autocorrelation" section. Text about ACF is wrong.
Expected behavior
We must rewrite this section like this:
Autocorrelation function (ACF,$\rho(\tau))$ describes the relationship between $y_t$ and $y_{t+\tau}$ . The ACF plot can help to identify the extent of the lag in moving average models.
Partial autocorrelation function (PACF,$\gamma(\tau))$ describes the relationship between $y_t$ and $y_{t+\tau}$ cleaned from the influence of $y_{t+1}, ..., y_{t+k-1}$ . The PACF plot can help to identify the extent of the lag in autoregressive models.
How To Reproduce
Check tutorial in docs.
Environment
No response
Additional context
No response
Checklist
The text was updated successfully, but these errors were encountered: