Research Article
Bayesian Semiparametric Double Autoregressive Modeling
Figure 3
(a) is the ACF of y; the first-order lag autocorrelation coefficient is very significant. The PACF diagram (b) shows that we cannot build a simple autoregressive model.
(a) is the ACF of y; the first-order lag autocorrelation coefficient is very significant. The PACF diagram (b) shows that we cannot build a simple autoregressive model.