Timeline for BOX-COX TRANSFORMATION always stabilize variance
Current License: CC BY-SA 4.0
9 events
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| Jun 14, 2019 at 20:12 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 14, 2019 at 20:07 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 14, 2019 at 19:55 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 14, 2019 at 19:53 | comment | added | IrishStat | agreed ... all I was politely saying was that his treatment of non-constant variance for a set of residuals was to bootstrap the weights based upon evidented variance changes . This significant contribution is what motivated me as a developer/publisher to broadcast it's important value | |
| Jun 14, 2019 at 19:49 | comment | added | whuber♦ | Where does the question have anything at all to do with ARIMA errors? Quite clearly it's far more general than that. | |
| Jun 14, 2019 at 19:48 | comment | added | IrishStat | but it took TSAY to suggest it as treatment for arima errors and even then didn't label it as Weighted Least Squares | |
| Jun 14, 2019 at 19:40 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 14, 2019 at 19:40 | comment | added | whuber♦ | Those must have been awfully old textbooks, because weighted least squares has been around for a couple of centuries :-). | |
| Jun 14, 2019 at 19:34 | history | answered | IrishStat | CC BY-SA 4.0 |