User Frank

1 vote

2 answers

2k views

ADF test fail to reject while kpss and box say white noise and stationary

asked Jan 27, 2020 at 15:11

3 votes

2 answers

2k views

How to make this data stationary

asked Jan 29, 2020 at 21:19

2 votes

1 answer

2k views

Relationship between weak and covariance stationary

asked Jun 19, 2019 at 23:30

1 vote

1 answer

1k views

Is there a formula for an innovation outlier regressor in time series intervention analysis

asked Feb 2, 2020 at 17:55

9 votes

1 answer

1k views

auto.arima vs arima.sim

asked Apr 7, 2020 at 19:33

2 votes

1 answer

776 views

Difference between differencing data and removing trend line for stationarity

asked Jun 8, 2019 at 18:46

10 votes

2 answers

726 views

Is there a canonical example of when ridge outperforms lasso?

asked Jan 25, 2020 at 4:57

1 vote

1 answer

704 views

Questions on making data stationary for ARIMA

asked Jun 8, 2019 at 1:51

3 votes

1 answer

417 views

calculating truncated infinite AR weights in practice for Arima model

asked Mar 2, 2020 at 19:51

1 vote

1 answer

312 views

Weighted least squares versus ordinary

asked Jun 19, 2019 at 15:24

1 vote

1 answer

295 views

ARIMA(0, 1, 1) process cant be stationary?

asked Feb 14, 2020 at 19:11

1 vote

2 answers

175 views

K fold cross validation sample mean question

asked Jan 2, 2019 at 8:43

4 votes

0 answers

174 views

SARMA model as infinite AR

asked Feb 7, 2020 at 2:05

2 votes

1 answer

138 views

CCF patterns intuition

asked Jul 12, 2019 at 13:06

3 votes

1 answer

127 views

trend stationary with external regressors

asked Jun 20, 2019 at 0:52

1 vote

1 answer

97 views

intuition behind classification model confidence intervals

asked Aug 7, 2019 at 16:16

0 votes

0 answers

94 views

Confidence interval of product of two predictions

asked Nov 21, 2019 at 15:44

2 votes

1 answer

92 views

Transfer function model with intevention that affects dependent and independent variables

asked Jul 9, 2019 at 0:23

2 votes

1 answer

85 views

Is there a way to combine frequency and magnitude into a single variable?

asked Jul 18, 2022 at 17:55

2 votes

1 answer

73 views

Is this method to make data approximatly stationary valid?

asked Jun 13, 2019 at 16:17

1 vote

1 answer

70 views

Is categorical cross entropy loss wasting training data?

asked Aug 3, 2023 at 11:34

2 votes

1 answer

67 views

Gradual mean shift intervention

asked Feb 13, 2020 at 18:52

1 vote

0 answers

60 views

Does arimax handle both transfer functions and reg with arima errors?

asked Jun 16, 2020 at 21:00

0 votes

0 answers

39 views

Automatic process to determine stationarity of AR(p) model

asked Jun 13, 2019 at 15:36

1 vote

0 answers

38 views

How to correctly utilize seasonal dummies

asked Jun 22, 2019 at 14:29

1 vote

0 answers

28 views

Predictions on transformed series post intervention analysis

asked Feb 11, 2020 at 19:14

1 vote

1 answer

28 views

trying to derive expression with polynomial arithmetic

asked Feb 15, 2020 at 17:50

Stack Exchange Network

27 Questions

ADF test fail to reject while kpss and box say white noise and stationary

How to make this data stationary

Relationship between weak and covariance stationary

Is there a formula for an innovation outlier regressor in time series intervention analysis

auto.arima vs arima.sim

Difference between differencing data and removing trend line for stationarity

Is there a canonical example of when ridge outperforms lasso?

Questions on making data stationary for ARIMA

calculating truncated infinite AR weights in practice for Arima model

Weighted least squares versus ordinary

ARIMA(0, 1, 1) process cant be stationary?

K fold cross validation sample mean question

SARMA model as infinite AR

CCF patterns intuition

trend stationary with external regressors

intuition behind classification model confidence intervals

Confidence interval of product of two predictions

Transfer function model with intevention that affects dependent and independent variables

Is there a way to combine frequency and magnitude into a single variable?

Is this method to make data approximatly stationary valid?

Is categorical cross entropy loss wasting training data?

Gradual mean shift intervention

Does arimax handle both transfer functions and reg with arima errors?

Automatic process to determine stationarity of AR(p) model

How to correctly utilize seasonal dummies

Predictions on transformed series post intervention analysis

trying to derive expression with polynomial arithmetic