network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 6 months |
| seen | Nov 14 '11 at 21:30 | |
| stats | profile views | 6 |
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Nov 19 |
awarded | Notable Question |
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Jun 17 |
awarded | Popular Question |
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Nov 13 |
comment |
How to check if a timeseries is stationary? @richardh could you give me an example in R? I never used ARCH before...thank you very much |
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Nov 13 |
comment |
How to check if a timeseries is stationary? Bootvis & @richardh the problem is that the above series have passed (ADF, PP, KPSS and ERS unit root tests) |
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Nov 13 |
comment |
How to check if a timeseries is stationary? I have added the timeseries. The series you see passed ADF and KPSS tests, but as you can see is not very good because the "volatility" is not constant |
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Nov 13 |
awarded | Editor |
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Nov 13 |
revised |
How to check if a timeseries is stationary? added 67 characters in body |
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Nov 13 |
comment |
How to check if a timeseries is stationary? About the data you can image that I need to use this test in a timeseries like rnorm(800) (obviously the data is not so perfect) I need a test to understand if my data is similar to it or not |
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Nov 13 |
comment |
How to check if a timeseries is stationary? yes I found it on URCA package (ur.df) I need a level stationary, what parameters should I use? because I see "none" "drift" and "trend" on the type parameter. |
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Nov 13 |
awarded | Student |
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Nov 13 |
asked | How to check if a timeseries is stationary? |
