correct equations in readme

xxl4tomxu98 · Jul 1, 2021 · b9990c7 · b9990c7
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diff --git a/.DS_Store b/.DS_Store
diff --git a/.ipynb_checkpoints/default-91a2517e-9604-4dd6-b177-c1154ded2ece-checkpoint.ipynb b/.ipynb_checkpoints/default-91a2517e-9604-4dd6-b177-c1154ded2ece-checkpoint.ipynb
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+{
+ "cells": [],
+ "metadata": {},
+ "nbformat": 4,
+ "nbformat_minor": 5
+}
diff --git a/README.md b/README.md
@@ -16,7 +16,7 @@ The primary difference is those models are uni-directional, where, the predictor
 If you remember in Autoregression models, the time series is modeled as a linear combination of it’s own lags. That is, the past values of the series are used to forecast the current and future.
 
 A typical AR(p) model equation looks something like this:
-    https://www.machinelearningplus.com/wp-content/uploads/2019/07/Equation_ARp_Model-min.png
+    ![AR(p) Model Equations](https://www.machinelearningplus.com/wp-content/uploads/2019/07/Equation_ARp_Model-min.png)
 where α is the intercept, a constant and β1, β2 till βp are the coefficients of the lags of Y till order p.
 
 Order ‘p’ means, up to p-lags of Y is used and they are the predictors in the equation. The ε_{t} is the error, which is considered as white noise.