How do you test multi-step time series forecasting?
31693
Using k-fold cross-validation for time-series model selection
6068
ARIMA(1, 1, 0) Model
72771
How do I measure the variability in time time-series power consumption patterns?
80686
Simple algorithm for online outlier detection of a generic time series
39991
Multiple hypothesis testing with FDR in R - FDRtool and p.adjust
114098
Difference time series before Arima or within Arima
32942
Skipping lags in autoregressive modeling?
18220
Time series: one I(1) and one I(0) variable, should I use VAR/VEC, test for cointegration?
138942
How to get "p value" for time series data to detect significant change
77689
Interpreting Granger causality test's results
65254
Why is removing instationarities a good thing when trying to forecast a time series?
29223
Period detection of a generic time series
135432
Historical data appears seasonal, but forecasts from auto.arima are linear
152279
How to model sample change?
101947
State-of-the-art methods for forecasting time series array
125675
Modelling auto-correlated binary time series
107720
Resampling / simulation methods: monte carlo, bootstrapping, jackknifing, cross-validation, randomization tests, and permutation tests