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7 Questions

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2	What do you think is the trick making ARMA/ARIMA a good method for forecasting?
2	Compute significance of Kendall tau-b?
1	Efficient numerical methods to estimate ARMA models?
1	In general which runs test is more powerful?
0	Length of time series and likelihood estimation

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143 Reputation

+10	What do you think is the trick making ARMA/ARIMA a good method for forecasting?
+5	Efficient numerical methods to estimate ARMA models?
+5	In general which runs test is more powerful?
+5	Compute significance of Kendall tau-b?

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1 Answer

votes activity newest

1	In logistic regression, does the lack of significance of the parameter estimates in a test sample indicate overfitting?

16 Tags

1 regression × 3	0 time-series × 4
1 sampling	0 arma × 3
1 validation	0 hypothesis-testing × 3
1 logistic	0 model
1 regression-coefficients	0 nonparametric

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