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01c4463
2009 May 20
1
stationarity tests
How can I make sure the residual signal, after subtracting the trend extracted through some technique, is actually trend-free ?
I would greatly appreciate any suggestion about some Stationarity tests.
I'd like to make sure I have got the difference between ACF and PACF right.
In the following I am citing some definitions. I would appreciate your thoughts.
ACF(k) estimates the correlation