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Magnus
  • Member for 6 years, 10 months
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19 votes
4 answers
6k views

Posterior distribution and MCMC [duplicate]

9 votes
2 answers
1k views

Problem with proof - why exponentially smoothed time series is biased

6 votes
1 answer
6k views

Why can correlograms indicate non-stationarity?

4 votes
1 answer
277 views

Intuition behind normal probability plots?

3 votes
1 answer
49 views

How do i calculate if the difference between two advertisement campaigns is significant?

2 votes
1 answer
108 views

Whan calculating the significance of a difference, when do we use separate variances and when do we use pooled variance?

2 votes
2 answers
108 views

How do I Calculate the correct sample size for a test of difference in proportion in this specific case?

2 votes
1 answer
43 views

Adding center points in $2^k$ models

2 votes
2 answers
113 views

Is there an unambiguous stationarity test for time series?

2 votes
1 answer
668 views

How to compare ARIMA and exponential smooting model numerically?

1 vote
1 answer
357 views

How to calculate all treatment effects in SAS with ANOVA?

1 vote
1 answer
1k views

Why do my weights have to equal one?

1 vote
0 answers
166 views

MA process formula explained

0 votes
0 answers
63 views

meaning of adaptive expectation hypothesis

0 votes
0 answers
36 views

Is standardized beta coefficients the correct solution when one variable has values from several different scales?