Data preparation – Missing Values

This issue is the first in a series of articles that explore the data preparation aspect of time series analysis. Data preparation is often overlooked by analysts, but we believe it is a vital phase that wields a vast influence…

For goodness of fit’s sake

This week, we focus our attention on your burning questions about goodness-of-fit functions, like What are the different functions for the goodness of fit? How does each function differ from the rest? Which one do I use, and for what…

A Correlogram tale

This issue is brimming with info about a key tool in our time series arsenal toolbox: correlogram analysis. We take you first through the auto-correlation and the partial auto-correlation functions definition.Next, we derive and highlight the common patterns in the…

ARCH Test Explained

In this week's issue of Tips & Tricks, we use the NumXL package to explain a common - and commonly misunderstood - diagnostic in econometric and time series analysis: the Auto Regressive Conditional Heteroskedacity test, or ARCH test for short.