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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
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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 …
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 …
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 …
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 = …