AR Models References

dvs39 · Oct 30, 2017 · 764ffb2 · 764ffb2
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diff --git a/notebooks/lectures/Autocorrelation_and_AR_Models/notebook.ipynb b/notebooks/lectures/Autocorrelation_and_AR_Models/notebook.ipynb
@@ -4,9 +4,9 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "#Auto Regressive (AR) Models\n",
+    "# Autoregressive (AR) Models\n",
     "\n",
-    "by Maxwell Margenot, Delaney Granizo-Mackenzie, and Lee Tobey\n",
+    "by Maxwell Margenot, Delaney Mackenzie, and Lee Tobey\n",
     "\n",
     "Lee Tobey is the founder of [Hedgewise](https://www.hedgewise.com/).\n",
     "\n",
@@ -15,7 +15,9 @@
     "* [www.quantopian.com/lectures](https://www.quantopian.com/lectures)\n",
     "* [github.com/quantopian/research_public](https://github.com/quantopian/research_public)\n",
     "\n",
-    "Notebook released under the Creative Commons Attribution 4.0 License."
+    "Notebook released under the Creative Commons Attribution 4.0 License.\n",
+    "\n",
+    "---"
    ]
   },
   {
@@ -785,6 +787,15 @@
     "The residuals seem normally distributed. There are more model validation steps that could be done, but these are the core ones for an AR model. The next steps would be testing the model out of sample, and then using it to make predictions on your data."
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## References\n",
+    "* \"Quantitative Investment Analysis\", by DeFusco, McLeavey, Pinto, and Runkle\n",
+    "* \"Analysis of Financial Time Series\", by Ruey Tsay"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},