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Merge pull request #50 from josiahkim29/patch-4
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Update 16_AR.ipynb
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elizavetasemenova authored Dec 7, 2024
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"\n",
"The characteristic polynimial in this case takes the form $f(\\lambda) = 1 - \\phi \\lambda$. Its roots are obtained by solving $1 - \\phi\\lambda = 0$. Hence, $\\lambda= \\frac{1}{\\phi}$.\n",
"\n",
"In many modelling cases, the knowledge of this formulation will suffice for modelling. There is a lot of interesting maths realted to AR models, but we will look at that later. Right now, we are ready to implement AR(1).\n",
"In many modelling cases, the knowledge of this formulation will suffice for modelling. There is a lot of interesting maths related to AR models, but we will look at that later. Right now, we are ready to implement AR(1).\n",
"\n",
"### AR(1) implementation"
]
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