File:ar-paths.png

Figure file · Dependence along a series

Three series simulated from the same innovations. The AR(1) stays near its mean. The random walk wanders off, which is why \beta=1 is not weakly stationary. The MA(1) is a short, jagged dependence on the previous surprise.

Three series simulated from the same innovations. The AR(1) stays near its mean. The random walk wanders off, which is why \beta=1 is not weakly stationary. The MA(1) is a short, jagged dependence on the previous surprise.

Size of this preview: 818 × 806 pixels. Select it to open the high-resolution file.

Summary

Description. Three series simulated from the same innovations. The AR(1) stays near its mean. The random walk wanders off, which is why \beta=1 is not weakly stationary. The MA(1) is a short, jagged dependence on the previous surprise.

Appears in. Dependence along a series

Made by. A figure from the course chapter.

Download

File usage

These 2 pages show the file: