Jan-29-2019, 12:18 AM
Hi all
i need to write a script on python that is related to the equation of Bartlett confidential band given by the following formula
ρx(k) ∈ [ 0 ± 1.96 ( sqrt ( (1+2∑ρx(i) ) ) / sqrt(T) ) ]
with i=1 to k
T is equal to 3000
Any help will be appreciate
thank you for all
i need to write a script on python that is related to the equation of Bartlett confidential band given by the following formula
ρx(k) ∈ [ 0 ± 1.96 ( sqrt ( (1+2∑ρx(i) ) ) / sqrt(T) ) ]
with i=1 to k
T is equal to 3000
Any help will be appreciate
thank you for all