query: critical look at auto .arima in forecast package in R
positive_passages.docid: 23935
positive_passages.text: Performance evaluation of auto.arima in R and UCM on one dataset
negative_passages.docid: 108452
negative_passages.text: When is an "ARIMA process" stationary?
negative_passages.docid: 129671
negative_passages.text: Stepwise regression in R – Critical p-value
negative_passages.docid: 54914
negative_passages.text: Simulate AR(1) process in R with specified nonzero mean and AR coefficient
negative_passages.docid: 46202
negative_passages.text: Evaluate forecasting ability of GARCH models with RMSE and MAE
negative_passages.docid: 78418
negative_passages.text: Formula for autocorrelation in R vs. Excel
negative_passages.docid: 24569
negative_passages.text: Why is forecasting of ARMA models performed by Kalman filter
negative_passages.docid: 114098
negative_passages.text: Difference time series before Arima or within Arima
negative_passages.docid: 26550
negative_passages.text: ARMA/GARCH estimation in sequence
negative_passages.docid: 52743
negative_passages.text: ARIMA SARIMA model mathematical formula
negative_passages.docid: 22901
negative_passages.text: Auto.arima with daily data: how to capture seasonality/periodicity?
negative_passages.docid: 102692
negative_passages.text: Is my logic straight? Logistic regressions in R
negative_passages.docid: 152881
negative_passages.text: Using R's lm on a dataframe with a list of predictors
negative_passages.docid: 12587
negative_passages.text: Why do I get constant forecast with the simple moving average model?
negative_passages.docid: 71165
negative_passages.text: What is the name of the package for R?
negative_passages.docid: 111654
negative_passages.text: Moving-average model error terms
negative_passages.docid: 158244
negative_passages.text: Understanding Bayesian Predictive Distributions