02417 Lecture 5 part A: Stochastic processes and autocovariance

This is part of the course 02417 Time Series Analysis as it was given in the fall of 2017 and spring 2018.
The full playlist is here:
• 02417 Time Series Anal...
You can download the slides here:
drive.google.c...
The course is based on the book:
Time Series Analysis by Henrik Madsen: henrikmadsen.or...

[@magnush.gislason7169]

Around time 13:40 Autocorrelation is found by dividing the autocovariance with the variance.

[@HelderCesar]

thank you for your videos, they are very helpful!

[@nancy8907]

Thank you very much!

[@lasseengbochristiansen875]

Thank you... Luckily the slide is correct!