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power
  • Member for 9 years, 9 months
  • Last seen more than 1 year ago
-2 votes

Under what circumstances is an MA process or AR process appropriate?

4 votes
Accepted

How to explain borderline p-values to non-stats people

2 votes
Accepted

What are the stationarity requirements of using regression with ARIMA errors for inference?

18 votes
Accepted

Why does a binomial glm give negative predictions?

2 votes

How to calculate Eigenvalue without using eign() function with R?

6 votes
Accepted

Warning message in auto.arima

0 votes

Polynomial in linear regression

19 votes

R libraries for deep learning

0 votes

What can I do with these two time series?

1 vote

Sampling from the normal-gamma distribution in R

0 votes

lm() - model specification

3 votes
Accepted

Treating non-stationarity of time series in seasonal adjusted data with R

0 votes
Accepted

What is the distribution that can properly describe the PE fluctuation of a stock

1 vote

Top-Down or Bottom-Up Approach for demand forecasting

0 votes

Ordinal data and zero inflated Poisson regression

0 votes

Filtering using ARMA model in R

0 votes

Extending logistic regression for outcomes in the range between 0 and 1

12 votes

How to decompose a time series with multiple seasonal components?

1 vote

Getting started with projection analysis