Questions concerning GARCH modelling in R (mean equation, forecast evaluation)
113479
ARMA lag selection for ARMA-GARCH models
73828
How To Write Seasonal ARIMA model mathematically
90639
Variance of the future value of a cash flow
101341
Variance of an AR and ARMA process derived from lag notation
132283
Convert 'intercept/drift' term to 'constant' term in arima/auto.arima functions, in case of higher orders - R
83509
How do I write a mathematical equation for ARIMA (0,2,1) x (0,0,1) period 12
46078
Confidence bands in case of fitting ARIMA in R?
78743
Tobit model with R
52765
When to use a GAM vs GLM
52681
Formula for an ARIMA(1,1,1) solving for y
97870
Conditional expectation in AR(1) process
71498
What is the difference between GARCH and ARMA?
49877
Expected value and indicator random variable
109535
Measures of residuals heteroscedasticity
115747
How can I calculate the R-squared of a regression with arima errors using R?
17107
Existence of the moment generating function and variance
16477
What does this residuals versus fitted plot mean about my model?