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javlacalle
  • Member for 7 years, 11 months
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5 votes
Accepted

Correct Unit Root Testing

5 votes

How to interpret and do forecasting using tsoutliers package and auto.arima

3 votes

Breusch-Pagan Test for ARIMA Model in R

22 votes
Accepted

Detecting Outliers in Time Series (LS/AO/TC) using tsoutliers package in R. How to represent outliers in equation format?

40 votes

ACF and PACF Formula

8 votes

How to write an AR(2) stationary process in the Wold representation

5 votes

How to fit an autoregressive (AR(1)) model with trend and/or seasonality to a time series?

14 votes
Accepted

Difference between series with drift and series with trend

3 votes

Cointegration if both variables are I(0)?

14 votes
Accepted

ARIMA Intervention Transfer Function - How to Visualize the Effect

2 votes

Choosing the right ARIMA model when data are already seasonally adjusted

4 votes
Accepted

Trend and Seasonal component fitting after decomposition of the time series

2 votes
Accepted

Why the one-step prediction error in state space models are mutually independent?

1 vote
Accepted

NA causes missed outliers with tso in tsoutliers package

7 votes
Accepted

Estimation of unit-root AR(1) model with OLS

3 votes

Can I get a Cholesky decomposition from the inverse of a matrix?

4 votes

Heteroskedasticity: graphical visualization

1 vote
Accepted

likelihood of observed data when some data is missing

3 votes

On the Autocorrelation Matrix of an ARMA(2,2) to derive the Yule Walker Equations

6 votes
Accepted

Manual calculation of ARIMA(1,1,0) forecast

4 votes
Accepted

Kalman Filter alternative derivation

5 votes
Accepted

Best practice for ADF/KPSS unit root testing sequence?

5 votes
Accepted

Constraints on the Coefficients of a Seasonal ARIMA Model (Possible Software Bug ITSM)

7 votes
Accepted

Equivalence of regression models and ARIMA models?

2 votes

Why choose a non-seasonal model and manually perform seasonal adjustment instead of using a seasonal model?

3 votes
Accepted

Deseasonalizing data with fourier analysis using MATLAB

7 votes
Accepted

Which formula does the forecast package in R use to calculate variance/ standard error for prediction intervals?

7 votes
Accepted

"Manual" calculation of ACF of a time series in R - close but not quite

3 votes

ARIMA with Fourier Series Regressor

3 votes
Accepted

Probabilistic forecast of ARIMA peak value

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