Time Series

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Questions related to Time Series

How do I determine/choose max lags of ARDL model in Eviews ?

I am going to estimate ARDL model based on monthly data using Eviews. However, I don't know how to determine the max lags for dependent variables and repressors. And is there any difference...

29 May 2020 7,466 8 View

What are Fractional Auto Regressive Integrated Moving Average (FARIMA) models?

The FARIMA family of models is a generalization of the ARIMA models which in turn constitute an extension of the ARMA models.

25 May 2020 1,083 0 View

What does "restricted constant" or "restricted trend" mean in ARDL model?

When I use EViews to estimate an ARDL model, it asks me whether to estimate with "restricted constant", "constant", "restricted trend", or "trend". What does it mean by "restricted"?

25 April 2020 4,715 2 View

How to download daily temperature data country wise?

Which is the most preferable satellite for downloading daily temperature data country wise?

19 April 2020 6,557 8 View

Which is better, exponential smoothing or ARMA models for solving short time series?

Which is better, exponential smoothing or ARMA models for solving short time series

17 April 2020 9,424 11 View

What is the relation between the permeability coefficient and proton conductivity?

In DMFC, is there are a relation or a formula which through I can calculate the permeability coefficient by known membrane thickness and proton conductivity?

25 March 2020 9,699 3 View

Is a Hilbert space valued process weak stationary and ergodic if it is nonanticipative w.r.t. a weak stationary, ergodic process ?

Let (εk)_{k∈Z} be a weak stationary, ergodic process with values in a Hilbert space H and let (Xk)_{k∈Z} be another process with values in H. Does nonanticipativity of (Xk)_{k∈Z} w.r.t....

23 March 2020 7,421 3 View

Time series: step-by-step methodology ?

Hello, I’m working on a time series and I’m having some difficulties because I don't know this domain. I would like to know what is the precise methodology to apply to make a prediction on this...

20 March 2020 8,429 3 View

How to test if chart patterns occure systematic or are just random artifacts in a price-time series?

Given a time series with Events (chart patterns), I want to assess whether events (chart patterns) occur systematic or randomly in a time series. My idea is to identify patterns in a given time...

11 March 2020 2,161 3 View

Is there panel ARDL bound test similiar to the one used in time series?

Hi, I have the following question about the panel data analysis in the STATA: Some of the data series I use for my macro panel analysis are stationary I (0) and some are nonstationary I (1). My...

09 March 2020 1,540 3 View

How to break down dependent variable in multivariate regression on SPSS?

Hi, I'm trying to run a multivariate regression on SPSS through Analyse -> Regression -> Linear in order to determine party preferences in the US. My dependent variable is party choice and...

08 March 2020 663 5 View

How to enter the logarithm of negative values in the time series of an economic variable?

Logarithm is used to reduce the difference in variance and to make the relationship linear between variables

02 March 2020 6,968 5 View

Matlab method to find anomaly in time series data with two variable ?

Hi I have a large time series with two variables ( In reality more dependent variable, but now focusing on only two) in which variable2 is dependent on variable1. Algorithm need to identify...

26 February 2020 8,114 3 View

Is it possible to use one time series in order to forecast another time series? Is Granger causality a good method to use in this case ?

How can I forecast one time-series using another time-series as a proxy? Is Granger causality a good method to use in this case ? What other methods can be used for this task?

26 February 2020 4,651 3 View

How to collect dataset for DDOS attack detection using time series algorithms like ARIMA and LSTM?

I'm working on project where I need to detect DDOS attack, My question is how to gather the data for attack situations on the system.

23 February 2020 2,726 2 View

How to find out probability density function for an arbitrary set of data?

Dear All Firstly, I saw that probability density function is used in meteorology for comparison. For example, if I have two time series of same meteorological parameter from two different sources....

15 February 2020 946 1 View

What is the ideal time span for analyzing trends in climatic parameters?

What one should conclude when the trend in the entire time series (1900-2019) is completely opposite from the recent sub-series (1980-2019)? For example, the precipitation trend of the entire...

14 February 2020 8,077 17 View

How to determine the sample size for analyzing a time serie?

I have M traces containing values of the received power. The duration of the trace is 5 seconds and contains 5000 samples. I want to do a statistical analysis of the small scale fading of this...

12 February 2020 8,508 3 View

How to detrend a series in Stata when it has a stochastic trend?

Dear Researchers, I have time series data & I’m running OLS regression on Stata. I want to de-trend a variable while taking into consideration that the trend is stochastic not linear. This is...

09 February 2020 2,055 3 View

Are there reserach papers on detecting whole multivariate time-series as anomalous from a set of multivariate time-series?

Consider a scenario with Dataset D as {T1, T2, ..., Tn} and Ti is a multivariate time-series of length mi as {X1, X2, ..., Xmi}. Here each record of the time-series Xi is a vector of attribute...

06 February 2020 1,003 2 View

Any reading recommendations on 1D CNN for sequence classification?

Most of the available material addresses 2D Convolutional Neural Networks for classifying images or 1D for text. I am looking for content for consultation on the use of CNN for classifying...

02 February 2020 10,173 4 View

Which statistical test can be used to test the results of Compound Annual Growth rate over 10 years.?

Annual Time series data is used to get the results.

02 February 2020 8,728 3 View

Which model can be used for a mix of I(1) and I(2)?

Dear members, I have a set of five time series. Two of them including dependent variable are I(2) and rest are I(1). Suggest me which time series modelling can be applied in this case? Thank you...

26 January 2020 2,881 3 View

How to combine two different entities one people and one bus in Arena Simulation Software?In other words, boarding 40 passengers on one bus?

40 people need to board a bus

24 January 2020 5,213 3 View

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