Time Series

1. Autocorrelation

1.1. Cut off

1.1.1. +/- 2/Sqrt(n)

1.1.1.1. n = adjusted for lagging

1.2. Solving autoregression

1.2.1. Add a lag at a time

1.3. What to investigate ?

1.3.1. Trend, Seasonality = TRUE

1.3.1.1. SR

1.3.2. Trend, Seasonality = FALSE

1.3.2.1. Y

1.4. Detection

1.4.1. Cut Off

1.4.2. Graph

2. Steps

2.1. Trend, Seasonality, Special Events

2.2. Autocorrelation

2.2.1. Y's

2.2.2. ST of X's