Recent content by Foal

Hello everyone! Sometimes it is necessary to do some transofrmations in the time series, like logarithmic transformations, differentiation, etc. So when we are going to make the forecast, we use the transformed data. The question is: do we need to do some reverse process on the data after the...
2. Linear Regression and normal distributed data

Data in a data set need to be normally distributed for Linear Regression? If so, both independent and dependent variables need to be normally distributed? Tank you!
3. Shapiro Test for Normality

When I execute a shapiro test on R, i get the folowing result: W = 0.98612, p-value = 0.3814 All documentation that i read, talk about p-value, but what is the meaning of the W (W = 0.98612 in this case) Tanks in advance!
4. Problem with differencing

I have a small time series, from which I apply a hypothesis test that informs me that it is not stationary. However, as much as I apply differentiation several times, it is still not stationary. Can this have to do with the amount of data (little data)? Or what else could be the reason? Tank you