In the last article we saw some testing of the simplest autoregressive model AR(1). I still have an outstanding issue raised by one commenter relating to the hypothesis testing that was introduced, and I hope to come back to it at a later stage. Different Noise Types Before we move onto more general AR models, I [...]
Archive for August, 2011
Statistics and Climate – Part Five – AR(n)
Posted in Statistics on August 28, 2011 | 3 Comments »
Statistics and Climate – Part Four – Autocorrelation
Posted in Statistics on August 10, 2011 | 5 Comments »
In Part Three we started looking at time-series that are autocorrelated, which means each value has a relationship to one or more previous values in the time-series. This is unlike the simple statistical models of independent events. And in Part Two we have seen how to test whether a sample comes from a population of a [...]
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