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