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user6472523
  • Member for 6 years, 6 months
  • Last seen more than 4 years ago
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Top posts
question
4
Why does a AR(1) model that's mean reverting revert back to B0 as opposed to B0 + B1*B0?
Apr 8, 2018
question
4
What exactly is the exponential smoothing model?
Jun 13, 2018
question
3
How do you incorporate seasonal differencing into a regression in R? [closed]
Mar 8, 2018
question
3
Good Resource For Converting ARIMA output in R to equation form?
Apr 16, 2018
question
2
How to extract standard error from ARIMA output in R?
Apr 11, 2018
question
2
How would you convert an $ARIMA(0,1,1)(0,1,1)_{12}$ model to equation form?
Apr 23, 2018
question
2
Can ARCH, GARCH, and GARCH derivative models be used outside of finance?
Apr 30, 2018
question
2
When using the GARCH model, should you subtract the mean (if it's none-zero) from your observations?
May 4, 2018
question
1
Does the OLS regression line pass through the mean of ALL covariates? [duplicate]
Mar 26, 2018
question
1
Is it reasonable/practical to regress a variable against time?
Apr 27, 2018
Top network posts
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10
List of packages in R for options pricing?
5
How to convert MP4 to MP3 in VLC using Command-Prompt?