Tagged Questions

1
vote
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Detrending method for nonstationary data

Could anybody help me with detrending data that is nonstationary? I have already made the mistake of trying to detrend it by plotting the residuals of a linear regression in excel but it was pointed ...
9
votes
4answers
4k views

When to log transform a time series before fitting an ARIMA model

I have previously used forecast pro to forecast univariate time series, but am switching my workflow over to R. The forecast package for R contains a lot of useful functions, but one thing it doesn't ...