Activity for anoldmaninthesea‭

Type	On...	Excerpt	Status	Date
Edit	Post #280758	Initial revision	—	about 4 years ago
Question	—	In a SARIMA model, does the order in which I difference the time series matter? In a SARIMA model $\text{ARIMA}(p,d,q)\times (P,D,Q)S$, we can write it as $$\text{PhiP}(B^S)\varphi (B)(1-B^S{)}^D(1-B{)}^{d}xt=\delta +\text{ThetaQ}(B^S)\theta (B)wt$$ where the capital letters are the parameters for the multiplicative part of the model. When I try to find the integration order ($d$ and $D$), is the... (more)	—	about 4 years ago
Edit	Post #279973	Post edited:	—	over 4 years ago
Edit	Post #279973	Post edited:	—	over 4 years ago
Edit	Post #279973	Initial revision	—	over 4 years ago
Question	—	In $P(X\le q)$, what do we call $q$? This is a simple question, but in $P(X\le q)=\alpha$, what do we call $q$? I sometimes call them quantiles, for lack of a better word, but it's not correct, I think. My 'inspiration' comes from the quantile function, which for continuous distributions we'll always have $Q(\alpha )=q$. (more)	—	over 4 years ago
Comment	Post #279698	1muflon1 are you a fellow econ.SE? =) (more)	—	over 4 years ago