Residuals autocorrelated

[Daniel_Vargas_Paz_81Lpr (Daniel Vargas Paz)]

Course Name: Financial Time Series Analysis for Trading, Section No: 14, Unit No: 3, Unit type: Notebook

https://i.imgur.com/FoSrpzo.png

Hello, in this notebook you said residuals are not autocorrelated, however the PACF plot shows at least residual terms with autocorrelation. I am wrong? Can you explain?

Thanks in advance.

[Rekhit_Pachanekar]

Hi Daniel,



You are right, there are residual terms with autocorrelation. The notebook has been updated.



Thanks

[Daniel_Vargas_Paz_81Lpr (Daniel Vargas Paz)]

Thanks!