Autoregressive model

Results: 523



#Item
441Time series / Autoregressive integrated moving average / Partial autocorrelation function / Stationary process / Correlogram / Moving-average model / Autoregressive–moving-average model / Forecasting / Autocorrelation / Statistics / Time series analysis / Box–Jenkins

JUNE[removed]Time Series Analysis CONTENT A time series is a chronological sequence of

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Source URL: www.espon.eu

Language: English - Date: 2013-04-03 04:40:44
442Noise / Covariance and correlation / Allan variance / Measurement / Autocorrelation / Spectral density / Symmetricom / Frequency modulation / Autoregressive model / Statistics / Time series analysis / Signal processing

Power Law Noise Identification Using the Lag 1 Autocorrelation

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Source URL: www.wriley.com

Language: English - Date: 2004-06-15 12:59:46
443Time series analysis / DNA replication / Klenow fragment / Inflation / Autoregressive conditional heteroskedasticity / Euro / Price index / Monetary inflation / Economic model / Economics / Statistics / Econometrics

Measuring the importance of the uniform nonsynchronization hypothesis

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:33:26
444Autoregressive conditional heteroskedasticity / Confidence interval / Economic model / Statistics / Econometrics / Time series analysis

Confidence  Bounds  and  Forecast  Bands  For  Time-­‐Varying   Parameters  in  Observation-­‐Driven  Models   Siem  Jan  Koopman   Professor  of  Econometrics   V

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Source URL: forecasters.org

Language: English - Date: 2014-05-09 11:56:02
445Time series analysis / Forecasting / Macroeconomics / Prediction / Macroeconomic model / Economic model / Autoregressive integrated moving average / JEL classification codes / Wind power forecasting / Statistics / Statistical forecasting / Data analysis

Forecasting macroeconomic variables for the new member states of the European Union

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-08-18 09:58:31
446Mathematical finance / Autoregressive conditional heteroskedasticity / Time series / Economic model / Volatility / Gas / Economics / Mathematical sciences / Statistics / Econometrics / Time series analysis

ISF2014 Rotterdam Workshop Forecasting Time Series using GAS models Siem Jan Koopman and Andr´e Lucas VU University Amsterdam and Tinbergen Institute June 29, 2014 – 9AM - 4PM

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Source URL: forecasters.org

Language: English - Date: 2014-04-10 18:44:43
447Dynamic stochastic general equilibrium / ALGOL 58 / Autoregressive conditional heteroskedasticity / Spline / Statistics / Economics / Constructed languages / Neo

Financial market frictions in a model of the euro area

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-02-10 08:48:02
448Statistical forecasting / Index numbers / Data analysis / Forecasting / Macroeconomic model / Consumer Confidence Index / Vector autoregression / Gross domestic product / Autoregressive integrated moving average / Statistics / Time series analysis / Econometrics

Melbourne Institute Working Paper Series Working Paper No[removed]Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? Chew Lian Chua and Sarantis Tsiaplias

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-06-15 20:53:51
449Financial economics / Technical analysis / Volatility / Efficient-market hypothesis / Economic model / Autoregressive conditional heteroskedasticity / Market microstructure / Robert F. Engle / Stock selection criterion / Economics / Mathematical finance / Finance

PDF Document

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:00
450Statistical forecasting / Index numbers / Data analysis / Forecasting / Macroeconomic model / Consumer Confidence Index / Vector autoregression / Gross domestic product / Autoregressive integrated moving average / Statistics / Time series analysis / Econometrics

Melbourne Institute Working Paper Series Working Paper No[removed]Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? Chew Lian Chua and Sarantis Tsiaplias

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-06-15 20:53:51
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