Autoregressive model

Results: 523



#Item
221Monetary policy / Real interest rate / Monetary inflation / Economic model / Autoregressive conditional heteroskedasticity / Macroeconomic model / Economics / Macroeconomics / Inflation

Documentos de trabajo Risk Matters: The Impact of Nominal Uncertainty in Chile Luis Ceballos Damián Romero

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Source URL: www.bcentral.cl

Language: English - Date: 2014-09-01 09:59:29
222Multivariate statistics / Statistical methods / Regression analysis / Macroeconomic model / Dynamic stochastic general equilibrium / Economic model / Vector autoregression / Autoregressive integrated moving average / Forecasting / Statistics / Econometrics / Time series analysis

[removed]Reserve Bank of Australia RESEARCH DISCUSSION

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:01
223Akaike information criterion / Model selection / Viterbi algorithm / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Error detection and correction

Systematic southern hemisphere regime identification in NCEP reanalysis and ACCESS AMIP data sets Terence O’Kane* James Risbey* Christian Franzke#

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Source URL: cawcr.gov.au

Language: English - Date: 2011-08-18 22:00:26
224Statistical theory / Hypothesis testing / Goodness of fit / Chi-squared distribution / Chi-squared test / Degrees of freedom / Chi-squared / Statistic / Autoregressive conditional heteroskedasticity / Statistics / Statistical tests / Categorical data

Lecture 3 : Hypothesis testing and model-fitting The dark These

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Source URL: astronomy.swin.edu.au

Language: English - Date: 2012-08-23 05:00:57
225Land transport / Mode choice / Geelong / Autoregressive conditional heteroskedasticity / Logistic function / Ford Model T / Transport / Private transport / Transportation planning

• I OUTDOOR RECREATION DEMAND MODELLING R,C.

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Source URL: www.atrf.info

Language: English - Date: 2011-12-19 00:09:26
226Autoregressive integrated moving average / Box–Jenkins / Forecasting / Regression analysis / Traffic flow / Linear regression / Time series / Autoregressive conditional heteroskedasticity / Autoregressive–moving-average model / Statistics / Time series analysis / Econometrics

Short Term Traffic Flow Prediction Edward Chung, Natalia Rosalion INTRODUCTION In recent years the traditional objective of improving road network efficiency is being supplemented by greater emphasis on safety, incident

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Source URL: www.atrf.info

Language: English - Date: 2011-12-06 18:16:53
227Akaike information criterion / Model selection / Viterbi algorithm / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Error detection and correction

Systematic southern hemisphere regime identification in NCEP reanalysis and ACCESS AMIP data sets Terence O’Kane* James Risbey* Christian Franzke#

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Source URL: www.cawcr.gov.au

Language: English - Date: 2011-08-18 22:00:26
228Mathematical finance / Autoregressive conditional heteroskedasticity / Statistical forecasting / Noise / Autoregressive integrated moving average / Forecasting / Box–Jenkins / Time series / Moving-average model / Statistics / Time series analysis / Econometrics

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 The performance of hybrid ARIMA-GARCH modeling in forecasting gold price S.R. Yaziza, N.A. Az

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:06:15
229Finance / Financial ratios / Financial markets / Capital asset pricing model / Beta / Fama–French three-factor model / Cost of equity / Alpha / Autoregressive conditional heteroskedasticity / Financial economics / Economics / Mathematical finance

Microsoft Word - AA10-CR[removed]01B JGN Letter - Public submission to AER on ActewAGL draft decision on WACC.doc

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Source URL: www.aer.gov.au

Language: English - Date: 2012-08-27 17:56:31
230Estimation theory / Statistical inference / Parametric statistics / Ordinary least squares / Estimator / Autoregressive conditional heteroskedasticity / Capital asset pricing model / Sample size determination / Statistics / Regression analysis / Econometrics

The SFG Consulting report presents a simulation study designed to illustrate a relationship between the R2 statistic and the estimate of β

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Source URL: www.aer.gov.au

Language: English - Date: 2012-08-27 17:52:30
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