Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with time-series
Search options not deleted
user 128939
Time series are data observed over time (either in continuous time or at discrete time periods).
1
vote
Accepted
Stationary Time Series (Conditional moments)
I think you can think about it as long term versus short term values with the unconditional mean being the long term value and the conditional mean being the short term value. for AR(1) process $$ y_t …
- 847
2
votes
Accepted
Levels or First Differences, VECM or VAR for Ultimate Impulse Response Functions?
I assume you use ADF test for stationarity check and that k is the number of lags (in my example, $p$ is the number of lags).
A VECM model $$\Delta Q_t = \Gamma_0 + \Gamma_1Q_{t-1} + \sum_{i=1}^p\Lam …
- 847