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    Shapiro Test for Normality

    When I execute a shapiro test on R, i get the folowing result: W = 0.98612, p-value = 0.3814 All documentation that i read, talk about p-value, but what is the meaning of the W (W = 0.98612 in this case) Tanks in advance!
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    Problem with differencing

    I have a small time series, from which I apply a hypothesis test that informs me that it is not stationary. However, as much as I apply differentiation several times, it is still not stationary. Can this have to do with the amount of data (little data)? Or what else could be the reason? Tank you
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    Newbie question about Arima

    Hello folks I am trying to understand how to set the parameters to fit an Arima model: (p,d,q) d seems quite clear. But what about p (AR) and d (MA)? I saw an exam that looks at the ACF for MA (q) and PACF for AR (p) If, for example, there is autocorrelation in lag 7 of the ACF and PACF, it...
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    Time series Residual

    The residual concept in regression is clear to me. But, when looking a time series, I was a bit confused: Quote from Forecasting: principles and practice – Rob J Hyndman, George Athanasopoulos When we make a time series forecast, we estimate each point in the future, there is no better fit...
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    Question abou autocorrelation

    I'm a bit confused about autocorrelation. I understood that I should not expect my residuals to be autocorrelated. But what about the time series data itself, should I expect to find autocorrelation in them? Tank you in advance.