ps_ricky_son
Member
Hi
I am not so clear on this part. Should I summarized as below?
- for unconditional function
- when displacement is not zero, autocovariance = zero
- when displacement is not zero, autocorrleation/partial autocorrelation = zero
- when displacement is zero, autocorrleation/partial autocorrelation = one
- but what is autocovariance when displacement is zero?
- and the value of autocfovariance, autocorrelation and partial correlation in the case of conditional function
- also, should I say the main difference between conditional and unconditional function is whether the mean and covariance are constant? (i.e. conditional - not constant, unconditional - constant)
Thanks a lot.
I am not so clear on this part. Should I summarized as below?
- for unconditional function
- when displacement is not zero, autocovariance = zero
- when displacement is not zero, autocorrleation/partial autocorrelation = zero
- when displacement is zero, autocorrleation/partial autocorrelation = one
- but what is autocovariance when displacement is zero?
- and the value of autocfovariance, autocorrelation and partial correlation in the case of conditional function
- also, should I say the main difference between conditional and unconditional function is whether the mean and covariance are constant? (i.e. conditional - not constant, unconditional - constant)
Thanks a lot.