Timeline for Time Series Stationary but Variance Increases
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Nov 23, 2017 at 11:09 | comment | added | IrishStat | if differencing increases the variance my intuition would be NOT to difference. Please post your 100 observations and I will try and help further. | |
| Nov 23, 2017 at 2:53 | comment | added | mistersunnyd | Hmm I'm not sure what counts as an outlier in a time series, but my data only has 100 observations. I didn't see anything too out of the ordinary while going through all the observations. Also, I'm sorry, but the information that you're giving to me is just too much beyond my scope. I guess my question is: when differencing gives a near 0 mean (stationarity) but increases variance, should I keep the differencing? | |
| Nov 23, 2017 at 2:41 | history | answered | IrishStat | CC BY-SA 3.0 |