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javlacalle
  • Member for 7 years, 11 months
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8 votes

Is this an appropriate method to test for seasonal effects in suicide count data?

8 votes

auto.arima: why forecast converges to mean after some periods?

7 votes
Accepted

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

7 votes
Accepted

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

7 votes
Accepted

How to do forecasting with detection of outliers in R? - Time series analysis procedure and Method

7 votes
Accepted

Equivalence of regression models and ARIMA models?

7 votes

Putting less weight on certain data points in a series for forecasting

7 votes
Accepted

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

7 votes
Accepted

How do you generate correlated ARMA(1,1) models?

7 votes
Accepted

Maximum likelihood estimation for state space models using BFGS

7 votes
Accepted

How to build a function with the result of auto.arima in R?

7 votes
Accepted

Why is the Confidence Interval Changing for this Time-Series

7 votes
Accepted

Initialize AR(p) process by using Arima.sim

6 votes
Accepted

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

6 votes
Accepted

How to create a random walk model using {forecast} R package

6 votes

Time series regression with lagged dependent and independent variables

6 votes
Accepted

Auto.arima choose between lots of regressors

6 votes

can an ARMA process with complex unit roots be made stationary by differencing?

6 votes
Accepted

How do you simulate two correlated AR(p) time series?

6 votes

Is there a way to allow seasonality in regression coefficients?

6 votes

Is ARIMA(1,0,0)+xreg for level shift the same as linear regression model with level shift adjustment and lag1 term?

6 votes

auto.arima doesn't calculate AIC values for the majority of models

5 votes

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

5 votes
Accepted

predict seasonality and trend combined, better approach?

5 votes

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

5 votes
Accepted

Correct Unit Root Testing

5 votes

Time Series Unobserved Components Model

5 votes

Interpretation of ARIMA with xreg in R

5 votes

What is the auto-covarriance of a stationary AR1 process?

5 votes

test of seasonality