Wolfram Language & System 10.0 (2014)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.View current documentation (Version 11.2)
WOLFRAM LANGUAGE FEATURED EXAMPLE

Compute Correlation and Partial Correlation Functions

    
Autoregressive (AR) and moving average (MA) processes:
In[1]:=
Click for copyable input
It is difficult to identify the type of process from the sample paths alone:
In[2]:=
Click for copyable input
Out[2]=
CorrelationFunction and PartialCorrelationFunction can be used to help identify AR and MA processes:
In[3]:=
Click for copyable input
Out[3]=
In[4]:=
Click for copyable input
Out[4]=