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Questions related to Time Series
I have many samples of a arrays representing signals in the time domain that I want to classify using artificial neural networks. Do I need to use feature extraction methods (such as the FFT or...
11 October 2019 5,451 3 View
I have a dataset of a binary response variable and 22 predictor variables that have multicollinearity. My goal is to make a predictive model. The data was sampled every 30 seconds over three days....
09 October 2019 5,844 2 View
Dear all, We are trying to estimate supply and demand model in simultaneous equation settings. Here we have used 6 different equations, 14 variables and time series data over 40 year. We estimated...
08 October 2019 8,182 3 View
I want to predict the next day global horizontal irradiance using several continuous indicators, I have daily data not hourly and data around 2000 observations.
05 October 2019 787 3 View
I have a time series data where Mann-Kendall test shows no monotonic trend and KPSS test shows no stationary trend. What should I comment about the trend then? Monotonic or stationary? Or...
30 September 2019 8,816 1 View
I have MNI Coordinates of some fMRI data and I would like to find the time series of each coordinate. How can i do this on SPM?
26 September 2019 5,179 2 View
i want to make an index of 3 variables (that are totally economic time series quantitative proxies of a variable). please guide some relevant literature
25 September 2019 6,963 2 View
Consider the long-run covariance matrix estimator for time series as proposed in Newey and West (1987). Ledoit and Wolf (2004) proposed an estimator for the covariance matrix (but not the long-run...
15 September 2019 6,001 2 View
I have a single time series which I have computed a mean for. I am interested in comparing this time mean against one computed from the same time series, but with a few of the most extreme values...
14 September 2019 9,816 9 View
Hi all, I'm currently using the total precipitation data from ERA5 to detect the precipitation variation and trends. It would be helpful to also examine the variations and changes in different...
06 September 2019 2,580 3 View
I'm modelling insect populations over time (1968 - present) in the UK at over 500 sites. I have detected a decline in sites that are mainly suburban (based on 500m radii using the CEH Land Cover...
03 September 2019 636 3 View
I am running a VAR with a single stock price and a sentiment measure as endogenous variables, and the DAX, the IMX (real estate index), industry turnover, wages and unemployment as exogenous...
02 September 2019 2,667 12 View
i have introduced a dummy variable that captures a break point in time series relative to Foreign Investment attractiveness model. my variables are I(0) and I(1). i'm using the ARDL bounds test...
28 August 2019 6,063 4 View
I have monthly time series (12 months by year) of rainfall and NDVI and I need analyse trend and change point using Mann Kendall and Pettit test, but I don´t know if I need remove the seasonal...
24 August 2019 6,331 3 View
I’m estimating a MIMIC(5-1-2) model using time series (N=40) in STATA but the LM results do not converge why is that?
21 August 2019 2,816 2 View
It can be lumped to a catchment level (with average rainfall and % of land cover types e.g. forest, agriculture, urban) or raster cell based. I agree that, there are many other factors such as...
20 August 2019 6,664 9 View
I am currently working on a paper that evaluates impact of government expenditures on economic growth in Afghanistan. The research proposal was structured based on time series data. at the moment,...
19 August 2019 7,850 20 View
I want to check if my time series variable is stationary. with no lag order variable is stationary, but with 1 and more lags order process is non-stationary. what I can conclude: is process...
14 August 2019 6,422 3 View
I have only 13 year observations in my linear time series. i can not apply for ARDL that requires at least 30 observations. Some advice me to use boostratpping ARDL. but the booststrapping ARDL...
07 August 2019 3,210 3 View
I am working on climate modelling. It sometimes shows error in R when I go for the visualization of climate scenarios with confidence interval. I need the R code of multiple time series with...
02 August 2019 7,071 8 View
I have some times series data and I would like to use an algorithm to detect periodic events in this time series. I read that Fast Folding Algorithm is used to detect pulsars stars, but I didn't...
02 August 2019 8,432 2 View
I have a time series of popuulation density of wild guanacos, but one year is missing. I would like to interpolate missing data. Does anyone have done this kind of estimation using Bayesian...
02 August 2019 9,508 7 View
Hello, Institutional investors may or may not buy or sell the stock every day then how can we treat the data to arrange the time series. kindly give your suggestions.
01 August 2019 4,609 3 View
Hi all, I need to use ARDL estimation in gretl with bootstrapping, since I have only 13 observations. But i am not familiar with Gretl and i have some problems...Please help!
01 August 2019 7,945 6 View