Recent content by ltotheb

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    Time series analysis - residuals arent stationary

    I know that those models work with very different approaches, but isnt it possible to compare those models by how good they fit my data? Yes, I used the auto.arima function with the Box-Ljung test and the tests for stationary afterwards.
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    Time series analysis - residuals arent stationary

    I installed R, run the autoarima function and got an ARIMA(0,1,3) model that produces stationary residuals without any seriel correlations, so thank you a lot, noetsi! The questions that remains is, if I can even combine exponential models and ARIMA models as I do. My goal is to get white noise...
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    Time series analysis - residuals arent stationary

    Hey everyone, i'm struggling with modelling some times series to get residuals with white noise characteristics. I use SPSS for ARIMA modelling and exponential smoothing and Gretl for stationary testing with the Augmented-Dickey-Fuller and the KPSS-Test. My workflow: At first I use Gretl to...
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    Time series analysis - different results for same cross correlation in SPSS?!

    I had missing values, but I already had estimated them by linear interpolation before I modeled my white noise residuals and tested for cross correlation.
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    Time series analysis - different results for same cross correlation in SPSS?!

    Hey everyone, i have a question about the results I get when I do a cross correlation of two white noise time series with SPSS 21.0. Why do I get two different results depending on how much variables I insert in the window for the cross correlation? For example: If I insert the variables...