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Feb 16, 2018 at 21:13 history edited Renel Chesak CC BY-SA 3.0
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Feb 16, 2018 at 20:24 comment added IrishStat Fir time series ...1)the X regressors and model residuals are uncorrelated contemporaneously & for all lags 2) there are no pulses , level shifts , seasonal pulses , local time trends and seasonal pulses in the model residuals. 3) the model's parameters are invariant over time 4) the variance of the residuals is homogeneous over time
Feb 16, 2018 at 20:00 history answered Renel Chesak CC BY-SA 3.0