Tagged Questions
2
votes
1answer
367 views
Predict Quadratic Trend in Time Series
Can anyone kindly point out if I made any mistakes in making predictions using quadratic regression model in time series? I called the predict() function with the appropriate data vector and model, ...
5
votes
1answer
348 views
How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours?
How to model time series which are illiquid - 400 observations (transactions) per 8 hours ? Are there models suitable for this situation which incorporate not only size of the transactions but also ...
11
votes
2answers
620 views
What is the precision of standard deviation estimates with small samples?
I was asked today to "quantify" the precision of an estimated the standard deviation from a small sample, I was not sure how to answer.
The case is quite simple, I have a sample of $n=25$ measures ...
