User strwars

7 votes

1 answer

3k views

Showing the covariance and autocorrelation functions of a stationary time series are symmetric around 0

asked Sep 28, 2018 at 6:50

4 votes

1 answer

718 views

Mean and Correlation of a First-Order ARCH(1) Process

asked Sep 28, 2018 at 22:51

4 votes

1 answer

4k views

Sum of 2 Normally Distributed Random Variables With a Correlation

asked Sep 23, 2018 at 20:35

2 votes

1 answer

729 views

AR(2) Characteristic Equation Equivalence

asked Oct 6, 2018 at 9:29

2 votes

1 answer

330 views

Ratio of Standard Deviations from a Normal Distribution to an F Distribution

asked Sep 28, 2019 at 23:55

1 vote

1 answer

71 views

Value of $\sum_{j=1} (y_{j} - \bar{y})$ and proving properties of hat value

asked Oct 10, 2019 at 19:33

1 vote

1 answer

6k views

Linear regression $y_i=\beta_0 + \beta_1x_i + \epsilon_i$ covariance between $\bar{y}$ and $\hat{\beta}_1$

asked Oct 15, 2019 at 17:45

1 vote

1 answer

357 views

Conditional Variance of Linear Regression Coefficients $Cov(\hat{\beta}_0,\hat{\beta}_1|W^*)$

asked Oct 27, 2019 at 19:48

1 vote

1 answer

278 views

Likelihood Function and Maximum Likelihood Estimator for Random Variable dependent on another Geometrically Distributed Random Variable

asked Nov 24, 2019 at 21:06

1 vote

0 answers

151 views

VAR(p) Model Covariances and Moment Equation

asked Nov 28, 2018 at 1:46

0 votes

0 answers

144 views

Determining if two time series are cointegrated

asked Dec 10, 2018 at 18:31

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11 Questions

Showing the covariance and autocorrelation functions of a stationary time series are symmetric around 0

Mean and Correlation of a First-Order ARCH(1) Process

Sum of 2 Normally Distributed Random Variables With a Correlation

AR(2) Characteristic Equation Equivalence

Ratio of Standard Deviations from a Normal Distribution to an F Distribution

Value of $\sum_{j=1} (y_{j} - \bar{y})$ and proving properties of hat value

Linear regression $y_i=\beta_0 + \beta_1x_i + \epsilon_i$ covariance between $\bar{y}$ and $\hat{\beta}_1$

Conditional Variance of Linear Regression Coefficients $Cov(\hat{\beta}_0,\hat{\beta}_1|W^*)$

Likelihood Function and Maximum Likelihood Estimator for Random Variable dependent on another Geometrically Distributed Random Variable

VAR(p) Model Covariances and Moment Equation

Determining if two time series are cointegrated