In this video I explain what is meant by an ARMA(1,1) process, and provide a couple of examples of processes which could be modelled as thus.

Check out [ Ссылка ] for course materials, and information regarding updates on each of the courses. Check out [ Ссылка ] for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: [ Ссылка ] Accompanying this series, there will be a book: [ Ссылка ]

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