Tag: time series
- VAR – VARX model selection
- Estimating the white noise variance
- Can the KL – Divergence be used to compare two time-series
- Is detrending a variable equivalent to including a time trend in the regression
- Why is $Z_t$ uncorrelated with $X_{t-1}$ in $X_t=\theta X_{t-1}+Z_t$
- From the ACF and PACF, what are the non-seasonal and seasonal part of the model here to find an appropriate ARIMA model
- ADF test suggesting incorrectly that series is stationary
- R: ACF/PACF plots contradict Breusch-Godfrey test results
- Simple Problem with Box-Cox Transformation in a Time Series Model
- Covariance of the means of $x_t$ and $y_t=(x_t-\bar{x})^2$