Models for Stationary Time Series Table of Contents Models for Stationary Time Series General linear processes Fundamental concepts The Autoregressive process - AR(p) 3.1 Autocovariance, autocorrelation and partial autocorrelation of an AR(p) process General linear processes Fundamental concepts The Autoregressive process - AR(p) Auto-covariance, autocorrelation and partial autocorrelation of an AR(p) process