How can I handle autocorrelated residuals?
43292
Residual autocorrelation versus lagged dependent variable
105828
Diagnostics and residual analysis for Poisson regression
7518
VAR or VECM for a mix of stationary and nonstationary variables
128070
Why can't ARIMA model large lags and/or long range dependence?
53697
Selecting ARIMA orders based on ACF-PACF vs. auto.arima
29645
Regression when the OLS residuals are not normally distributed
150743
Why does the number of rows change during AIC in R? How to ensure that this doesn't happen?
56923
Are estimates of regression coefficients uncorrelated?
10796
Interpreting the residuals vs. fitted values plot for verifying the assumptions of a linear model
11124
Normality of residuals vs sample data; what about t-tests?
20216
Why do residuals in linear regression always sum to zero when an intercept is included?
4503
Assumptions of linear models and what to do if the residuals are not normally distributed
102753
Why does default auto.arima stop at (5,2,5)?
14481
How do I show that the sum of residuals of OLS are always zero using matrices
27054
Sum of squares of residuals instead of sum of residuals
79661
Does ARIMA require normally distributed errors or normally distributed input data?
32942
Skipping lags in autoregressive modeling?