Activity for anoldmanintheseaâ€
| 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 $$\PhiP(B^S)\phi(B)(1-B^S)^D(1-B)^d xt= \delta +\ThetaQ(B^S)\theta(B)wt$$ 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 $P(X\leq q)$, what do we call $q$? This is a simple question, but in $P(X\leq q)=\alpha$, 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 |