Bayesian regression - Has anyone made an EA using this algorithm? - page 19

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СанСаныч Фоменко:


SanSanych has not answered the question of what residuals should be stationary when testing the TC.
Apparently, this is a big mystery... :)
 
Dmitry Fedoseev:
One of my favourite children's books was called 'The Transistor' and the other was 'Microcircuits and Their Applications'. True, there was another one called The Adventures of Pinocchio, so here I am.
The first two are also my favourites ... :)
And I had the third one in the original - Pinocchio - much more interesting.
 
The "stationarity of residuals" is a fix-it idea.
 
Олег avtomat:
The "stationarity of residuals" is a fix-it idea.
What does that imply ? :)
 
MikeZv:
What's that supposed to mean? :)
It follows directly from the non-stationarity of the original series.
 
Олег avtomat:
This follows directly from the non-stationarity of the original series.
There are also procedures for converting the original series ...
 
MikeZv:
There are also conversion procedures for the original series ...
These conversion procedures do not transform the initial non-stationarity into the desired stationarity.
 
Олег avtomat:
These transformation procedures do not transform the original non-stationarity into the desired stationarity.
Econometrics textbooks provide other examples ... :)
 
MikeZv:
Econometrics textbooks give other examples ... :)
Apparently, this is possible foreconometrics textbooks ;)
 
Олег avtomat:
Apparently, this is possible foreconometrics textbooks ;)
Do you have other textbooks ? :)
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