PACF #153
amarjitsinghchandhial
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PACF
#153
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There is this video: https://www.youtube.com/watch?v=A_pQ3gfVTaI&t=985s I generally don't use PACF on the residuals because it doesn't tell us much beyond what we learn from the ACF. |
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Thanks. |
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Hi,
Regarding PACF, it would be helpful to have an explanation in fpp3 in a video e.g. monsters cartoon plot as with ACF https://otexts.com/fpp3/acf.html .
According to Enders(2010) AETS3rdEdn, Ch2, p.81
"To check for correlation in the residuals, construct the ACF and the PACF of the residuals of the estimated model."
In both fpp2 and fpp3 there is no calculation of PACF on residuals (it may be useful). Why?
Cheers,
Amarjit
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