User Dirk

3 votes

2 answers

7k views

What is the interpretation of positive log-likelihood for discrete time series data?

asked Oct 15, 2015 at 18:59

2 votes

0 answers

250 views

Why does the manually calculated log-likelihood value differ from the auto.arima output in R?

asked Oct 19, 2015 at 9:58

2 votes

1 answer

494 views

How can a univariate seasonal time series be made normally distrubuted by Box-Cox transformation?

asked Apr 26, 2015 at 13:43

2 votes

0 answers

44 views

Why does the upper prediction interval region gets larger than lower prediction interval when data are transformed?

asked May 29, 2015 at 18:11

1 vote

2 answers

3k views

Is there a remedy for removing autocorrelations from residuals of seasonally fitted ARIMA model?

asked May 10, 2015 at 14:35

1 vote

1 answer

784 views

Why do sample ACF/PACF suggest different TS models after box-cox transformation?

asked Aug 29, 2015 at 14:37

0 votes

1 answer

232 views

How can a constrained function in an objective function be used with fmincon in matlab? [closed]

asked Sep 13, 2015 at 9:16

0 votes

0 answers

135 views

Is there any objective criterion to determine the adequate degree of polynomial approximations?

asked Jul 26, 2015 at 21:28

0 votes

1 answer

589 views

Why do the residual sum of squares and the mean absolute percentage error conflict with each other?

asked Aug 25, 2015 at 15:49

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9 Questions

What is the interpretation of positive log-likelihood for discrete time series data?

Why does the manually calculated log-likelihood value differ from the auto.arima output in R?

How can a univariate seasonal time series be made normally distrubuted by Box-Cox transformation?

Why does the upper prediction interval region gets larger than lower prediction interval when data are transformed?

Is there a remedy for removing autocorrelations from residuals of seasonally fitted ARIMA model?

Why do sample ACF/PACF suggest different TS models after box-cox transformation?

How can a constrained function in an objective function be used with fmincon in matlab? [closed]

Is there any objective criterion to determine the adequate degree of polynomial approximations?

Why do the residual sum of squares and the mean absolute percentage error conflict with each other?