query: VECM and Impulse Response Functions in R: Trend and Stationarity
positive_passages.docid: 18178
positive_passages.text: Levels or First Differences, VECM or VAR for Ultimate Impulse Response Functions?
negative_passages.docid: 63406
negative_passages.text: Empirical relationship between mean, median and mode
negative_passages.docid: 133872
negative_passages.text: R - Data Simulation with Multiple Random Slopes
negative_passages.docid: 101720
negative_passages.text: Fast alternatives to the EM algorithm
negative_passages.docid: 147938
negative_passages.text: MAPE vs R-squared in regression models
negative_passages.docid: 97978
negative_passages.text: Calculation of mean and standard deviation of raster images in R
negative_passages.docid: 154292
negative_passages.text: Interpretation of ADF(Augmented Dickey-Fuller) and KPSS (Kwiatkowski–Phillips–Schmidt–Shin) tests for time series
negative_passages.docid: 59773
negative_passages.text: Adaptive moving average - top performance in R
negative_passages.docid: 64151
negative_passages.text: Time series with a sequence of zeros
negative_passages.docid: 62481
negative_passages.text: Log or square-root transformation for ARIMA
negative_passages.docid: 127681
negative_passages.text: Finding the maximum likelihood estimators for this shifted exponential PDF?
negative_passages.docid: 101101
negative_passages.text: 'Cosine'-esque function with flat peaks and valleys
negative_passages.docid: 85165
negative_passages.text: A similar function to R's rep in Matlab
negative_passages.docid: 48232
negative_passages.text: The Dirichlet Function.
negative_passages.docid: 125679
negative_passages.text: Weighted Root Mean Square Error
negative_passages.docid: 154668
negative_passages.text: Is there any gold standard for modeling irregularly spaced time series?
negative_passages.docid: 49886
negative_passages.text: ARIMA model identification