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3.1 Introduction

This chapter launches into time series in earnest by introducing one of the most fundamental and powerful tools in our time series analysis arsenal, autocovariance. We will also discuss autocorrelation, cross-correlation, and examine correlation of both synthetic and actual time series.

Chapter 2 Background Math
2.5 Information Criteria
Chapter 3 Autocovariance and Autocorrelation
3.2 Autocovariance