Time series are data observed over time (either in continuous time or at discrete time periods).

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How to get the true mean forecast using the Arima package with a Box-Cox transformation

In the Arima package, using a Box-Cox transformation give wrong results when later applied to the forecast method. For example, consider this data: ...
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Difference between SUTSE (Seemingly Unrelated Time Series Equations) and SUR (Seemingly Unrelated Regressions)

I am studying time-series econometrics and in particular Dynamic Linear Models for multivariate time-series. Someone can help me in understanding which is the difference between SUTSE (Seemingly ...
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Significant difference between time series - Can I do this?

I'd like to know whether the solution proposed below is valid/acceptable and any justification available. We have two biological conditions, and for each condition we measured 3 time series, so at ...