Amer Bakhach

3 Questions 19 Answers 0 Followers

Questions related from Amer Bakhach

Can we forecast a white noise process?

Dear all, i am trying to forecast a time series(named 'OSVEXT'). the attached file contains the following tests: ACF, PACF, Box-Ljung test, KPSS test, ARIMA (auto.arima using R-package...

31 March 2015 1,560 10 View

Forecasting stationary time series?

I am trying to forecast only one step ahead of a stationary time series. I tried auto. Arima available in 'forecast' R package. The results are not good enough. Do you have any idea?

16 February 2015 8,704 6 View

If a series analysis is not stationary (using KPSS) and not non-stationary (using ADF) what can you conclude?

I am working on some research concerning time series analysis (subordination). Using R (urca) package I found that: H0: ts is stationary is rejected using KPSS and H0: ts has unite root was...

15 June 2014 7,614 8 View