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A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

-1 votes
2 answers
579 views

Which K-mean algorithm I have to use for this problem?

Perform a k-means Clustering (non-iterative algorithm) using k=2 randomly initialised centroids (cluster prototypes), and the Euclidean distance. At the moment I manage to understand you can use diff …
user1260391's user avatar
3 votes
1 answer
100 views

Stationarity of AR(1) process whose autoregressive parameter could change over time

Imagine an AR(1) has an autoregressive parameter which could change in time. $y_t-\mu=\phi_t (y_{t-1}-\mu)+\varepsilon_t\,$, where $\phi_t$ is not always constant but still lies inside the usual bou …
user1260391's user avatar
1 vote
1 answer
201 views

No ARIMA, No GARCH, which model?

I am trying to fit a model for a data set. The acf and pacf, after differentiating the data are: The acf shows that the returns appeared to be random. According to them seems like the ARIMA model i …
user1260391's user avatar
29 votes
5 answers
46k views

How to test if my distribution is multimodal?

When I plot a histogram of my data, it has two peaks: Does that mean a potential multi-modal distribution? I ran the dip.test in R (library(diptest)), and the output is: D = 0.0275, p-value = …
user1260391's user avatar