Skip to main content
Michael Howell's user avatar
Michael Howell's user avatar
Michael Howell's user avatar
Michael Howell
  • Member for 5 years, 7 months
  • Last seen more than 2 years ago
10 votes
2 answers
3k views

Can anyone point me towards tutorials describing how to use the Kalman filter for forecasting?

5 votes
3 answers
900 views

Differencing and trend in time series forecasting

3 votes
1 answer
13k views

How many lags to use for ADF test if several values reject null hypothesis?

3 votes
2 answers
89 views

Can stationarity occur over different time periods?

3 votes
1 answer
3k views

ARIMA forecast confidence intervals

3 votes
1 answer
2k views

How does the R function Arima () calculate drift?

3 votes
1 answer
125 views

Can an random walk ARIMA model have a nonzero constant term?

2 votes
1 answer
2k views

What is the meaning of an autoregressive parameter greater than one? [duplicate]

2 votes
0 answers
193 views

How many lags to use in ADF test?

1 vote
2 answers
360 views

Why does my ARMA forecast get smaller over time?

1 vote
1 answer
65 views

Why would you express a time series as deviations from the mean?

0 votes
0 answers
165 views

How should I interpret irregular lag correlation in time series?

0 votes
0 answers
21 views

Discrepancy between line plot and ACF plot for nonstationary time series

0 votes
0 answers
28 views

How is R producing these ARIMA forecasts?