Autoregressive model

Results: 523



#Item
171United States housing bubble / Investment / Yield curve / Mortgage loan / Option / Economic model / Bond / Autoregressive conditional heteroskedasticity / Retirement / Economics / Financial economics / Fixed income market

Financial planning for young households∗ Anne Marie B. Pedersen† Alex Weissensteiner‡ Rolf Poulsen

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Source URL: www.math.ku.dk

Language: English - Date: 2012-08-20 14:41:00
172Autoregressive integrated moving average / Forecasting / Autoregressive conditional heteroskedasticity / Economic model / Box–Jenkins / Macroeconomic model / Time series / Linear regression / Regression analysis / Statistics / Econometrics / Time series analysis

Global Journal of Research Business VOLUME 7

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 02:54:06
173Economics / Econometrics / Technical analysis / Options / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Time series / Economic model / Statistics / Mathematical finance / Time series analysis

2012 | 09 Working Paper Norges Bank Research The macroeconomic forecasting performance

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Source URL: www.norges-bank.no

Language: English - Date: 2012-10-09 09:15:54
174Noise / Estimation theory / Regression analysis / Forecasting / Linear regression / Autoregressive model / Autoregressive conditional heteroskedasticity / Autoregressive–moving-average model / Linear prediction / Statistics / Econometrics / Time series analysis

Electric power load forecasting using periodic piece-wise linear models This is an English translation. The original version is in Swedish. Examine thesis in control theory,

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Source URL: hem.fyristorg.com

Language: English - Date: 2002-08-28 07:09:14
175Time series analysis / Regression analysis / Vector autoregression / Economic model / Autoregressive conditional heteroskedasticity / Least squares / Instrumental variable / Statistics / Econometrics / Economics

BANCO CENTRAL DE RESERVA DEL PERÚ Trade linkages and growth in Latin America: A time-varying SVAR approach Diego Winkelried* y Miguel Angel Saldarriaga* * Banco Central de Reserva del Perú

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Source URL: www.bcrp.gob.pe

Language: English - Date: 2012-04-23 11:21:11
176Noise / Autoregressive model / Normal distribution / Autocorrelation / Covariance / Durbin–Watson statistic / Autoregressive–moving-average model / Statistics / Time series analysis / Covariance and correlation

A Pattern Test for Distinguishing Between Autoregressive and Mean-Shift Data WAYNE A. TAYLOR Baxter Healthcare Corporation, Round Lake, IL[removed]Statistical methods such as control charts and change-point analysis are co

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Source URL: www.variation.com

Language: English - Date: 2014-12-31 23:27:20
177Bioinformatics / Technical analysis / Mathematical finance / Markov chain / Volatility / Hidden Markov model / Continuous function / Forecasting / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Time series analysis

Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

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Source URL: profs.sci.univr.it

Language: English - Date: 2011-10-29 18:01:37
178Time series analysis / Mathematical sciences / Economics / Actuarial science / Autoregressive conditional heteroskedasticity / Financial risk / Volatility / Value at risk / Economic model / Statistics / Mathematical finance / Econometrics

Microsoft Word[removed]Medel1.doc

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Source URL: journal.fsv.cuni.cz

Language: English - Date: 2015-01-31 16:40:58
179Box–Jenkins / Forecasting / Autoregressive integrated moving average / Prediction / Time series / Economic model / Predictive Model Markup Language / Protein structure prediction / Statistics / Time series analysis / Predictive analytics

Visual Analytics Methods to Guide Diagnostics for Time Series Model Predictions ¨ W. Aigner, P. Filzmoser, T. Gschwandtner, T. Lammarsch, S. Miksch, and A. Rind M. Bogl, (a) (d)

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Source URL: predictive-workshop.github.io

Language: English - Date: 2014-10-21 11:34:48
180Forecasting / Autoregressive integrated moving average / Moving-average model / Autoregressive model / Economic model / Statistics / Time series analysis / Noise

Rob J Hyndman Forecasting: Principles and Practice 7. Non-seasonal ARIMA models

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Source URL: robjhyndman.com

Language: English - Date: 2014-09-16 02:20:25
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