Time Series Forecasting with Autoregressive Processes

A hands-on tutorial on AR(p) process for time series analysis in Python

Marco Peixeiro
Towards Data Science
7 min readJun 10, 2020

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Photo by Elena Koycheva on Unsplash

Introduction

In this hands-on tutorial, we will cover the topic of time series modelling with autoregressive processes.

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Senior data scientist | Author | Instructor. I write hands-on articles with a focus on practical skills.