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Non-constant variance along some continuum in a random process, or varying between discrete groups

1 vote
0 answers
145 views

Which specific heteroskedasticity test is included in Python pmdarima auto_arima() results? [closed]

I'm using auto_arima() function from Python pmdarima library to determine the best ARIMA model. The results of one of my models are: SARIMAX Results ============== …
AlejandroDGR's user avatar
0 votes
1 answer
822 views

Is there any test to check variance stationarity in time series?

The question is straightforward: Is there any test to check variance stationarity (homoscedasticity) in time series? And, if it exists, which are its implementations in R or Python?
AlejandroDGR's user avatar
0 votes
0 answers
432 views

Is there any alternative way to Box-Cox transformations to stabilize the variance of a time ...

My question is straightforward: Is there any alternative way to Box-Cox transformations to stabilize the variance of a time series?
AlejandroDGR's user avatar