Questions and Answers on Tme Series Modeling


Questions and Answers on Tme Series Modeling

Author
Message
JoeyR
Junior Member
Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)

Group: Forum Members
Posts: 11, Visits: 1

Should I be trying to replicate the NEAS results?

[NEAS: This is an independent student project. The NEAS postings are suggestions to get you started. You can construct an ARIMA model, compare two or more models for a given era, compare two or three eras by type of model of by model parameters, examine seasonality, test out-of-sample forecasts, and many other items.]


Reply
NewTubaBoy
Forum Member
Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)Forum Member (25 reputation)

Group: Forum Members
Posts: 25, Visits: 1

No, you can use Box-Pierce for the first differenced stationary series.  If you look at page 496 of the text it gives you the formula for the Box-Pierce statistic.  You know T and if you know the autocorrellations (of the first difference) then you can calculate it pretty easily I think.  There may be another format of this formula using residuals.  I did not use the Durbin Watson statistic for that part. 

Later in the project when I had residuals I used all three to test the series. 


GO
Merge Selected
Merge into selected topic...



Merge into merge target...



Merge into a specific topic ID...




Threaded View

Threaded View
JoeyR - 20 Years Ago
jnissley - 20 Years Ago
JoeyR - 20 Years Ago
jnissley - 20 Years Ago
n2thornl - 20 Years Ago
SaulGood - 20 Years Ago
JoeyR - 20 Years Ago
n2thornl - 20 Years Ago
NewTubaBoy - 20 Years Ago
JoeyR - 20 Years Ago
root4unc - 20 Years Ago
n2thornl - 20 Years Ago
JoeyR - 20 Years Ago
NewTubaBoy - 20 Years Ago
Chesters Mom - 20 Years Ago
NewTubaBoy - 20 Years Ago
NewTubaBoy - 20 Years Ago
Chesters Mom - 20 Years Ago
n2thornl - 20 Years Ago
PayMeBack - 20 Years Ago
Chesters Mom - 20 Years Ago
NewTubaBoy - 20 Years Ago
Chesters Mom - 20 Years Ago
Chesters Mom - 20 Years Ago
NewTubaBoy - 20 Years Ago
Chesters Mom - 20 Years Ago
JoeyR - 20 Years Ago
JulieC - 20 Years Ago
n2thornl - 20 Years Ago
Chesters Mom - 20 Years Ago
n2thornl - 20 Years Ago
kquick - 20 Years Ago
n2thornl - 20 Years Ago
kquick - 20 Years Ago
n2thornl - 20 Years Ago
n2thornl - 20 Years Ago
Chesters Mom - 20 Years Ago
PayMeBack - 20 Years Ago
kquick - 20 Years Ago
n2thornl - 20 Years Ago
actually ..? - 19 Years Ago
Help! - 18 Years Ago
seattleact - 18 Years Ago
Alan - 16 Years Ago
Alan - 16 Years Ago
Alan - 16 Years Ago
Alan - 16 Years Ago
Alan - 16 Years Ago
ker8 - 16 Years Ago
bermyluv - 15 Years Ago


Reading This Topic


Login
Existing Account
Email Address:


Password:


Social Logins

  • Login with twitter
  • Login with twitter
Select a Forum....











































































































































































































































Neas-Seminars

Search