The ACF of a unit root process
44945
ACF and PACF for a unit root process
26550
ARMA/GARCH estimation in sequence
116581
Quadratic models with R. The use of poly(..) and I(..) functions (R-language)
85318
Generate two correlated ARMA(1,1) processes
16546
The choice of pivot point in non-equilibrium scenarios
108452
When is an "ARIMA process" stationary?
30356
$a =\prod_{i = 1}^{r} p_{i}^{ai}$ with $a_{i} > 0$ for each $i$ is the canonical representation of $a$...
81669
The logic of the AC Method of factoring quadratic polynomials
52681
Formula for an ARIMA(1,1,1) solving for y
153277
When is $Ar(APD)=Ar(ABCD)$?
17440
Differentiation using first principles with rational powers
95571
Integral of a Gaussian process
70246
A Strict Sense Stationary (SSS) process implies it is a Wide Sense Stationary (WSS) process - proof
107122
Compute $ad_X$, $ad_Y$, and $ad_Z$ relative to a basis
106982
ARIMA equation interpretation
95870
Understanding the blue dotted lines in an ACF from R
64192
State space representation of ARMA(p,q) from Hamilton