query: How to understand 'unit roots' in time series data?
positive_passages.docid: 120844
positive_passages.text: Intuitive explanation of unit root
negative_passages.docid: 12548
negative_passages.text: Why are MA(q) time series models called "moving averages"?
negative_passages.docid: 116140
negative_passages.text: What's the best way to find outliers in the time-series, encountering that it is a real-world mechanical process (process continuity)?
negative_passages.docid: 103000
negative_passages.text: What is the difference between implicit, explicit, and total time dependence, e.g. $\frac{\partial \rho}{\partial t}$ and $\frac{d \rho} {dt}$?
negative_passages.docid: 39159
negative_passages.text: Finding unit tangent, normal, and binormal vectors for a given r(t)
negative_passages.docid: 93336
negative_passages.text: Understanding time crystals
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: 140240
negative_passages.text: Is there any easy way to increment a DateTime by monthly/yearly/daily units without having to parse it out like crazy?
negative_passages.docid: 108445
negative_passages.text: Am I interpreting this coefficient correctly?
negative_passages.docid: 138396
negative_passages.text: How should I interpret these ACF / PACF plots for a time series?
negative_passages.docid: 121311
negative_passages.text: Simple Harmonic Motion - What are the units for $\omega_0$?
negative_passages.docid: 86569
negative_passages.text: How to interpret log-linear regression?
negative_passages.docid: 135432
negative_passages.text: Historical data appears seasonal, but forecasts from auto.arima are linear
negative_passages.docid: 148905
negative_passages.text: What is the best way to proof your time series has a deterministic linear trend
negative_passages.docid: 91688
negative_passages.text: Forecasting binary time series
negative_passages.docid: 117841
negative_passages.text: Fisher-type unit-root test for panel data. Results interpretation in Stata
negative_passages.docid: 41518
negative_passages.text: Best method for short time-series