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Results tagged with time-series
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user 241130
Time series are data observed over time (either in continuous time or at discrete time periods).
1
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2
answers
42
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logic of stationary property?
I am extremely puzzled... In textbooks I read that the "stationary property" is having the same statistical properties, in two chunks of my time series.
I do not understand... How can I possibly chec …
- 809
0
votes
0
answers
15
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how to get autocorrelation 0, when?
I am a newbie in time series and I understood negative autocorrelation through this example http://www.pmean.com/09/NegativeAutocorrelation.html
If you are looking at the amount of time a doctor s …
- 809
2
votes
1
answer
133
views
How to interpret PACF?
I learned ACF as correlation. For me, this is clearly seen in monthly weather data: where, I see the ACF between consequent months as 'high', meaning july temperature is going to be similar to august …
- 809
2
votes
1
answer
79
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How to interpret regression in a time series context?
I am a newbie in stats and I have a hard time grasping regression in the context of time series, while reading "Time series analysis and its applications" by Robert H. Shumway; I came across:
When …
- 809
1
vote
1
answer
1k
views
Why autocovariance is 0?
First of all I am a newbie in stats, trying to study statistics, and somehow I find 'time series' way more difficult than other topics.
I am confused with the “autocovariance”. In the book "Time seri …
- 809
2
votes
1
answer
743
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How to detrend exponential time series in R?
I am on my early stages of learning detrending. In R, when I see a linear trend, I use diff() function. Which, if I had the time series in a sheet of paper, I see it like "flipping the paper".
I chec …
- 809
1
vote
0
answers
162
views
Real life use of acf and pacf
I understood ACF usefulness, with a temperature example... If we have a temperature time series, it is useful to know (for example) how correlated the temperature of past month is with this month.
Bu …
- 809
0
votes
0
answers
605
views
logic of autocovariance in time series
I am confused with the “autocovariance” in time series. In textbooks it says that it: “measures the linear dependence between two points on the same series observed at different times”.
Why “two poin …
- 809
1
vote
1
answer
715
views
Why we do acf on residuals?
In the book "Time series analysis" by Shumway.
He is doing
fit = lm(chicken~time(chicken), na.action=NULL)
acf(resid(fit), 48, main="detrended")
What is the point of doing acf on residuals? I do …
- 809
8
votes
1
answer
11k
views
Shall we use log(diff(x)) or diff(log(x))?
I am starting to learn time series and when detrending I always end up with the same doubt...
Generally, I use diff() for, let's say there is an upward trend like inflation... and I use log() to stab …
- 809
4
votes
1
answer
5k
views
what means to be outside unit circle?
I am trying to study time series without a great math background and I came across the next problem:
When checking for stationarity I check the roots, and if they are not on the unit circle, then it …
- 809