Implementing Auto Regressive Time Series Model from Scratch in Python
Auto Regressive (AR) model is one of the most popular time series model. In this model, each value is regressed to its previous observations.
AR(1) is the first order auto-regression meaning that the current value is based on the immediately preceding value.
So, In this video, I’ll implement the Auto-regressive (AR(1)) model from scratch in Python.
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