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javlacalle
  • Member for 8 years, 1 month
  • Last seen more than a month ago
40 votes

ACF and PACF Formula

29 votes

How to use auto.arima to impute missing values

27 votes
Accepted

Understanding QR Decomposition

22 votes
Accepted

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

16 votes
Accepted

stochastic vs deterministic trend/seasonality in time series forecasting

16 votes

Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey

15 votes
Accepted

Difference between series with drift and series with trend

15 votes

Estimate ARMA coefficients through ACF and PACF inspection

14 votes
Accepted

Can a trend stationary series be modeled with ARIMA?

14 votes
Accepted

ARIMA Intervention Transfer Function - How to Visualize the Effect

13 votes

strucchange package on ARIMA model

12 votes
Accepted

Forecasting a seasonal time series in R

12 votes
Accepted

How to implement model in R?

12 votes
Accepted

generate a time series comprising seasonal, trend and remainder components in R

12 votes

How do I detrend time series?

12 votes
Accepted

Why is stl function giving significant seasonal variation with random data

11 votes

How to interpret these acf and pacf plots

11 votes
Accepted

ARIMA vs ARMA on the differenced series

11 votes
Accepted

How to use the Cholesky decomposition, or an alternative, for correlated data simulation

11 votes

Does a seasonal time series imply a stationary or a non stationary time series

11 votes

How to characterize abrupt change?

10 votes
Accepted

Finding peaks in power spectrum of a signal in R

10 votes
Accepted

How do I handle nonexistent or missing data?

10 votes
Accepted

AR(q) model with F-test

9 votes
Accepted

How to interpret ACF and PACF plots

8 votes

How to prove that the Fourier Transform of white noise is flat?

8 votes

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

8 votes
Accepted

If a time series is second order stationary, does this imply it is strictly stationary?

8 votes
Accepted

Why is the Confidence Interval Changing for this Time-Series

8 votes

R code for time series forecasting using Kalman filter

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