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stucash
  • Member for 7 years, 2 months
  • Last seen more than a month ago
  • London, United Kingdom
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Iron Will.

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question
4
How to pick the daily volatility component in Multiplicative Components GARCH modelling?
Dec 31, 2019
question
3
what does it mean to run a time series model in levels?
Mar 15, 2019
answer
3
Testing intervention for a random walk using ARIMAX model
May 1, 2019
question
1
Elimination of Trend and Seasonality Using Classical Decomposition Model
Jan 20, 2018
question
1
calculate the ACF of $y_{t}=x_{t}x_{t-1}$ [duplicate]
Jan 28, 2018
question
1
Solve For ACF/ACVF of An AR(3) Process
Feb 8, 2018
question
1
transfer function-noise modelling in R
Apr 7, 2019
question
1
acf and pacf suggests MA but auto.arima gave AR
May 8, 2019
question
1
Why is spectral density only defined for stationary processes?
Jun 10, 2019
question
0
why fit `ARMA` model to residuals when doing residual analysis?
Dec 1, 2018
Top network posts
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11
The Wolfram Kernel must be activated for WolframScript to use it
10
correctly override __new__ in python3
5
How to use git-svn to checkout only trunk and not branches and tags?