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Partial vs total autocorrelation

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Ben Lambert

This video explains what the difference is between partial and total correlograms, and how they both can be used in conjunction to diagnose the type of a time series process. Check out https://benlambert.com/econometrics... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://benlambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1...

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