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68 Questions

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7	How to test the autocorrelation of the residuals?
4	Is there a method to check the homogeneity of variance of a single time series?
4	How to test unit root in a timeseries with unknown structural change?
4	How to detect changes in amplitude?
4	How to check if the volatility is stationary?

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322 Reputation

+5	How can this series pass the structural change test?
+5	How to test the autocorrelation of the residuals?
+5	How to choose number of lags for Zivot unit root test?
+5	How can these residuals have homogeneity of variances?

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0 Answers

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33 Tags

0 r × 36	0 homogeneity × 7
0 regression × 20	0 linear-model × 5
0 variance × 13	0 anova × 5
0 time-series × 12	0 garch × 4
0 cointegration × 8	0 heteroscedasticity × 4

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