In the Arima package, using a Box-Cox transformation give wrong results when later applied to the forecast method. For example, consider this data: ...
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 ...
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 ...