User stucash

4 votes

0 answers

83 views

How to pick the daily volatility component in Multiplicative Components GARCH modelling?

asked Dec 31, 2019 at 19:12

3 votes

1 answer

852 views

what does it mean to run a time series model in levels?

asked Mar 15, 2019 at 23:22

1 vote

1 answer

1k views

transfer function-noise modelling in R

asked Apr 7, 2019 at 16:56

1 vote

1 answer

1k views

acf and pacf suggests MA but auto.arima gave AR

asked May 8, 2019 at 9:47

1 vote

1 answer

812 views

Why is spectral density only defined for stationary processes?

asked Jun 10, 2019 at 0:29

1 vote

0 answers

115 views

Elimination of Trend and Seasonality Using Classical Decomposition Model

asked Jan 20, 2018 at 15:22

1 vote

0 answers

30 views

calculate the ACF of $y_{t}=x_{t}x_{t-1}$ [duplicate]

asked Jan 28, 2018 at 18:59

1 vote

0 answers

1k views

Solve For ACF/ACVF of An AR(3) Process

asked Feb 8, 2018 at 0:56

0 votes

0 answers

689 views

why fit `ARMA` model to residuals when doing residual analysis?

asked Dec 1, 2018 at 23:39

0 votes

1 answer

158 views

VAR order in Cointegration Test

asked Mar 15, 2019 at 1:18

Stack Exchange Network

10 Questions

How to pick the daily volatility component in Multiplicative Components GARCH modelling?

what does it mean to run a time series model in levels?

transfer function-noise modelling in R

acf and pacf suggests MA but auto.arima gave AR

Why is spectral density only defined for stationary processes?

Elimination of Trend and Seasonality Using Classical Decomposition Model

calculate the ACF of $y_{t}=x_{t}x_{t-1}$ [duplicate]

Solve For ACF/ACVF of An AR(3) Process

why fit `ARMA` model to residuals when doing residual analysis?

VAR order in Cointegration Test