Thanks for all the recommendations, I'd test them one by one THe chapter 6 Spectral analysis of Hamilton is a good introdution

Thanks for all the recommendations, I'd test them one by one THe chapter 6 Spectral analysis of Hamilton is a good introdution

Thanks for all the recommendations, I'd test them one by one THe chapter 6 Spectral analysis of Hamilton is a good introdution

Thanks for all the recommendations, I'd test them one by one THe chapter 6 Spectral analysis of Hamilton is a good introdution

Thanks for all the recommendations, I'd test them one by one THe chapter 6 Spectral analysis of Hamilton is a good introdution

a sound advice, thx.Any further suggestion on finding seasonal component based on formula? Or is there some reference book?

It's a time series observations against the time index. Any suggestions are welcome

<t>Hi, I encountered some problem in finding seasonal component. I wish I could find some suggestions.The thing is for a time series, assume I have no idea about where this serie comes from but I still want to know whether it has seasonal component or not, then what should I do? Also assume I know t...

<t>first of all, thanks for all your replies.1.zero-crossing rate is the number of times a time series in a certain time periods cross its mean which is zero in white noise case.2.When I tested the PACF, I found the series could be described as an AR(2) with many in ACF. However, after I simulated A...

<t>first of all, thanks for all your replies.1.zero-crossing rate is the number of times a time series in a certain time periods cross its mean which is zero in white noise case.2.When I tested the PACF, I found the series could be described as an AR(2) with many in ACF. However, after I simulated A...

No one knows it? I can't believe it. Any suggestion could make sense. Did anyone here knows some formula related to zero-crossing rate?

<t>Hi, guys this is the first time I use this forum, I hope I could get some answer from experts in this quantitative finance field.My problem is that I'm looking for the formula for computing zero-crossing rate of ARMA. I know there is a Rice formula, but it is not available freely on website( at l...