LoslegenKostenlos loslegen

Persistence and anti-persistence

Autoregressive processes can exhibit varying levels of persistence as well as anti-persistence or oscillatory behavior. Persistence is defined by a high correlation between an observation and its lag, while anti-persistence is defined by a large amount of variation between an observation and its lag.

The four plots on the right show varying degrees of persistence and anti-persistence. Which series exhibits the greatest persistence?

Diese Übung ist Teil des Kurses

Time Series Analysis in R

Kurs anzeigen

Interaktive Übung

In dieser interaktiven Übung kannst du die Theorie in die Praxis umsetzen.

Übung starten