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eork
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1 vote
0 answers
644 views

Using SARIMAX for daily data with yearly seasonal pattern

1 vote
1 answer
92 views

How many lags to include? (Temperature data set)

1 vote
0 answers
111 views

Which evaluation metric should I choose? AIC or MSE?

1 vote
1 answer
147 views

How to handle exact diffuse initialization of a Kalman filter?

1 vote
0 answers
49 views

Exact diffuse initialization of the Kalman Filter: what does the design matrix look like?

0 votes
1 answer
53 views

Maximum likelihood estimation with unknown distribution

0 votes
0 answers
66 views

Should I calculate a value for the AIC based on a test set or a training set?

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0 answers
26 views

How to handle an effect in a time series that enters the series at a later time?

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0 answers
8 views

When is the sample size of the cross-sectional units N large enough to use a CCE approach in panel data?

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0 answers
37 views

Which version of ADF to use when a trend is suspected?