Autoregressive model

Results: 523



#Item
331Non-linear least squares / Nonlinear regression / Linear least squares / Least squares / Nonlinear system / Residual sum of squares / Autoregressive conditional heteroskedasticity / Dynamical system / Regression analysis / Statistics / Sinusoidal model

PRESCRIPTIONS COMPUTING PRESCRIPTIONS Editors: Isabel Beichl, [removed] Julian V. Noble, [removed]

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Source URL: math.nist.gov

Language: English - Date: 2005-04-06 15:12:51
332Econometrics / Parametric statistics / Actuarial science / Linear regression / Likelihood function / Autoregressive–moving-average model / Maximum likelihood / Generalized linear model / T-statistic / Statistics / Estimation theory / Regression analysis

The glarma Package for Observation Driven Time Series Regression of Counts William T.M. Dunsmuir David J. Scott

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Source URL: cran.r-project.org

Language: English - Date: 2014-09-25 02:06:02
333Regression analysis / Time series / Autoregressive conditional heteroskedasticity / Trend estimation / Errors and residuals in statistics / Bootstrapping / Autocorrelation / Akaike information criterion / Economic model / Statistics / Time series analysis / Econometrics

Package ‘earlywarnings’ July 2, 2014 Type Package Title Early Warning Signals Toolbox for Detecting Critical Transitions in Timeseries Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 11:41:57
334Time series analysis / Education / Autoregressive conditional heteroskedasticity / Syllabus / Time series / Economic model / Economics / Statistics / Econometrics

Dr. Joshua R. Hendrickson Syllabus Spring 2012

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Source URL: economics.olemiss.edu

Language: English - Date: 2013-02-11 16:12:03
335Fixed income market / Time series analysis / Monetary policy / Macroeconomics / Autoregressive conditional heteroskedasticity / Yield curve / Expectation hypothesis / Inflation / Economic model / Statistics / Economics / Econometrics

"Peso Problem" Explanations for Term Structure Anomalies Geert Bekaert Stanford University and NBER Robert J. Hodrick

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Source URL: chicagofed.org

Language: English - Date: 2009-12-20 13:00:27
336Forecasting / Linear regression / Autoregressive–moving-average model / Generalized linear model / Degrees of freedom / Statistics / Regression analysis / Errors and residuals in statistics

Package ‘glarma’ September 25, 2014 Type Package Title Generalized Linear Autoregressive Moving Average Models Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-09-25 02:06:02
337Cluster analysis / Singular value decomposition / Machine learning / Hierarchical clustering / Variance / Eigenvalues and eigenvectors / Vector autoregression / Mixture model / Standard deviation / Statistics / Data analysis / Multivariate statistics

Learning Bi-clustered Vector Autoregressive Models Tzu-Kuo Huang and Jeff Schneider School of Computer Science, Carnegie Mellon University {tzukuoh,schneide}@cs.cmu.edu

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Source URL: www.cs.cmu.edu

Language: English - Date: 2013-02-04 21:32:29
338Forecasting / Moving-average model / Partial autocorrelation function / Errors and residuals in statistics / Autoregressive fractionally integrated moving average / Regression analysis / Seasonality / Time series / Null / Statistics / Time series analysis / Autoregressive integrated moving average

Package ‘forecast’ September 24, 2014 Version 5.6 Title Forecasting functions for time series and linear models Description Methods and tools for displaying and analysing univariate time series forecasts including ex

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Source URL: cran.r-project.org

Language: English - Date: 2014-09-24 00:54:31
339New Keynesian economics / Econometrics / Time series analysis / Economic model / Dynamic stochastic general equilibrium / JEL classification codes / Ricardian equivalence / Macroeconomic model / Autoregressive conditional heteroskedasticity / Macroeconomics / Economics / New classical macroeconomics

SIGMA: A New Open Economy Model for Policy Analysis

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-09-30 13:28:13
340Time series / Autoregressive conditional heteroskedasticity / Regression analysis / Scientific modelling / Economic model / Bayesian econometrics / Mixture model / Dynamic stochastic general equilibrium / Statistics / Econometrics / Economics

CFE-ERCIM PROGRAMME CHANGES • Cancellations: Abstract C135: H. Suenaga. Estimating a term-structure model of commodity prices with heteroskedastic measurement error. Session CS76. Modelling the term structure of intere

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Source URL: cfenetwork.org

Language: English - Date: 2013-12-13 11:12:26
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