3 Questions 19 Answers 0 Followers
Questions related from Amer Bakhach
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 1,561 10 View
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 8,705 6 View
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 7,615 8 View