# 679 Actions

 Apr 30 awarded Revival Apr 16 reviewed Reviewed How to determine predictor importance at each level of an HLM model Apr 16 reviewed Reviewed What is the role of k-fold cross validation? Apr 16 comment What is the role of k-fold cross validation? Why do you think there is a disagreement here? Apr 12 reviewed Reviewed how to Find the PROPORTION of a population for a STANDARD NORMAL between infinity and 1.25? Apr 12 reviewed No Action Needed “Concept Class” in Machine Learning Apr 12 reviewed Reviewed Non-algebric curve-fitting along weighted pointcloud (if possible using python) Apr 12 reviewed No Action Needed “substituting” random variables in conditional probability? Apr 12 revised Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? Original answer was meant to be a comment; here's the real answer. Apr 11 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? I will do so soon. Glad we sorted that out! Apr 11 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? I think you’re hung up on this idea that the Wold decomposition is supposed to produce a “good fit” where “good” means “high R2”. That just doesn’t follow. Apr 11 answered Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? Apr 11 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? Or, if you prefer, it’s an $AR(\infty)$ process where the AR coefficients are all zero. Apr 11 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? An MA(1) would include one lag of $\epsilon$. I definitely do not mean that. AR(0) fits the data here. Apr 11 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? I agree, and that’s why I corrected myself. Your notation was unfamiliar to me and I misread it originally. Your model is essentially $Y_t = \epsilon_t$, or “MA(0)”. It fits the data and is a Wold decomposition. Apr 10 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? Sorry, I mean $b_0=1$. Apr 10 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? But you have an MA model that fits: $Y_t = \eta_t$, which is what you expected. Apr 10 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? Isn’t that what you should expect? Didn’t you in fact fit an AR(p) model, but find that all the $b_j$ are indistinguishable from zero? Apr 10 comment Why doesn't the Wold's decomposition theorem imply a good AR(p) fit? You haven’t shown any results. Why do you think it’s not a good fit? Apr 9 reviewed Reviewed Deriving the Cointegrating Equation in a VECM model