Posted on:

19 Mar 2023

0

Stationnarity of Residuals

i don't understand why stationnarity of residuals implies the model is a good fit, i understand that we're aiming to get a set of residuals containing a random walk, which is stationnary, but what if we get a stationnary process that isn't a random walk ?

0 answers ( 0 marked as helpful)

Submit an answer

  • Javascript
  • Python
  • Ruby
  • PHP
  • Java
  • C
  • C#
  • C++
  • HTML
  • SQL
  • R
  • Shell