What is the meaning of an autoregressive parameter greater than one?
1434
Explosive AR(MA) processes are stationary?
132204
Why does the standard error of the intercept increase the further $\bar x$ is from 0?
153393
Is there a *simple* example showing that uncorrelated random variables need not be independent?
128523
Comparison of two means
128070
Why can't ARIMA model large lags and/or long range dependence?
34527
How to show a sequence of independent random variables do not almost surely converge by definition?
106179
Real-life examples of moving average processes
60178
Difference between Granger causality and Instantaneous causality?
51985
Ratios in Regression, aka Questions on Kronmal
148034
Time Series: Confused about identification of (possibly?) an ARMA(p,q) model
85318
Generate two correlated ARMA(1,1) processes
43292
Residual autocorrelation versus lagged dependent variable
49886
ARIMA model identification
134109
Why does the degree of freedom of SSR equals 1 in simple linear regression
11226
Can a probability distribution value exceeding 1 be OK?
100665
Is it unusual for the MEAN to outperform ARIMA?
10967
Why is sum of squared residuals non-increasing when adding explanatory variable?