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Dirk

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Questions (9)

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3	What is the interpretation of positive log-likelihood for discrete time series data?
2	Why does the manually calculated log-likelihood value differ from the auto.arima output in R?
2	Why does the upper prediction interval region gets larger than lower prediction interval when data are transformed?
2	How can a univariate seasonal time series be made normally distrubuted by Box-Cox transformation?
1	Is there a remedy for removing autocorrelations from residuals of seasonally fitted ARIMA model?

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Reputation (213)

+10	Why does the manually calculated log-likelihood value differ from the auto.arima output in R?
+10	What is the interpretation of positive log-likelihood for discrete time series data?
+10	Is there a remedy for removing autocorrelations from residuals of seasonally fitted ARIMA model?
+10	Why do sample ACF/PACF suggest different TS models after box-cox transformation?

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Answer (1)

Votes Activity Newest

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

Tags (20)

0 r × 7	0 mathematical-statistics × 2
0 arima × 5	0 normal-distribution
0 time-series × 5	0 mape
0 autocorrelation × 3	0 mse
0 maximum-likelihood × 2	0 log-likelihood

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	Physics	361 rep	2 silver badges4 bronze badges
	Mathematics	245 rep	1 silver badge7 bronze badges
	Cross Validated	213 rep	2 silver badges7 bronze badges
	Stack Overflow	131 rep	4 bronze badges
	German Language	101 rep

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