[SciPy-User] OT: advice on modelling a time series

Robert Kern robert.kern@gmail....
Fri Mar 12 11:01:45 CST 2010

On Fri, Mar 12, 2010 at 10:46,  <josef.pktd@gmail.com> wrote:
> On Fri, Mar 12, 2010 at 11:32 AM,  <josef.pktd@gmail.com> wrote:

>> From the graph, it also looks like the three observations are strongly
>> related, so separate (univariate) modeling doesn't look like the most
>> appropriate choice.
> from looking at the graphs:
> If acceleration is an independent GARCH process, then velocity would
> just be the integral (plus noise), isn't it?

Robin will have to confirm, but I suspect that only the position was
actually measured and that he derived the velocity and acceleration
from the position time series numerically.

Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco

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