Evgeniy Chernish
Evgeniy Chernish
Evgeniy Chernish
Article publié Non-stationary processes and spurious regression
Non-stationary processes and spurious regression

The article demonstrates spurious regression occurring when attempting to apply regression analysis to non-stationary processes using Monte Carlo simulation.

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Evgeniy Chernish
Code publié PACF_ACF
Le script calcule les fonctions d'autocorrélation et d'autocorrélation partielle et les affiche sur un graphique
Evgeniy Chernish
Enregistré à MQL5.community
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