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Time series are data observed over time (either in continuous time or at discrete time periods).

2 votes
1 answer
1k views

Quantify volatility on a time series data

I am now working on a set of time series data and I would like to quantify the series' volatility. I have think of an approach which is first model it as some auto-regressive model like ARCH and comp …
Rein's user avatar
  • 205
2 votes
1 answer
2k views

Can anyone explain what is happening in the stl function of R?

I am recently working with seasonal-trend decomposition. Yet I am not that familiar with the approach that R is using. Can anyone one kindly explain the mechanism of the stl function? OP questions …
Rein's user avatar
  • 205