Moving-average model

Results: 171



#Item
91Employment compensation / Autoregressive–moving-average model / Stochastic processes / Labour relations / Akaike information criterion / Box–Jenkins / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Time series / Statistics / Time series analysis / Noise

January 2007 Labor Estimates Methodology USDA NASS Research and Development Division Stephen Busselberg, Mathematical Statistician 3251 Old Lee Highway, Room 305 Fairfax, Virginia[removed]Phone: [removed], Ext. 141

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Source URL: nass.usda.gov

Language: English - Date: 2011-02-08 14:55:37
92X-12-ARIMA / Seasonality / Seasonal adjustment / X12 / Forecasting / Economic model / Demetra+ / Box–Jenkins / Statistics / Time series analysis / Autoregressive integrated moving average

DETAILED DESCRIPTION OF THE METHODOLOGY USED FOR THE SEASONAL

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-07-01 06:41:26
93Autoregressive conditional heteroskedasticity / Econometrics / Economic model / Moving-average model / Statistics / Time series analysis / Noise

Fast micro and slow macro: Can aggregation explain the persistence of in‡ation? Filippo Altissimo (ECB and CEPR), Benoît Mojon (ECB and Université de la Méditerranée) Paolo Za¤aroni (Banca d’Italia) November 200

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-12-03 05:27:21
94Dickey–Fuller test / Seasonality / Unit root / Autoregressive integrated moving average / Seasonal adjustment / Statistical hypothesis testing / Time series / T-statistic / Moving-average model / Statistics / Time series analysis / Augmented Dickey–Fuller test

On the strong-mixing assumption and seasonal adjustment: pitfall of unit root and cointegration tests

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Source URL: www.commerce.otago.ac.nz

Language: English - Date: 2006-06-05 12:17:06
95Control theory / Linear filters / Robot control / Signal processing / Kalman filter / Moving-average model / Filter / Electronic filter / Dynamic stochastic general equilibrium / Electronic engineering / Statistics / Filter theory

Dynare Working Papers Series http://www.dynare.org/wp/ Understanding DSGE Filters in Forecasting and Policy Analysis

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Source URL: www.dynare.org

Language: English - Date: 2012-10-03 04:40:55
96Psychometrics / Estimation theory / Expectation–maximization algorithm / Missing data / Latent variable / Scientific modelling / Mathematical model / Autoregressive integrated moving average / Stepwise regression / Statistics / Statistical models / Regression analysis

New URL: http://www.R-project.org/conferences/DSC[removed]Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC[removed]March 20–22, Vienna, Austria http://www.ci.tuwien.ac.at/Conferences

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Source URL: www.r-project.org

Language: English - Date: 2014-02-10 04:16:38
97Economics / Cointegration / Vector autoregression / Unit root / Time series / Economic model / Error correction model / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Econometrics

JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Book Review II. http://www.jstatsoft.org/ Reviewer: Dirk Eddelbuettel

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2009-04-08 21:16:19
98Signal processing / Electronics / Linear filters / Electronic design / Signal processing filter / Autoregressive–moving-average model / Bilinear transform / Butterworth filter / Low-pass filter / Electronic engineering / Digital signal processing / Filter theory

Package ‘signal’ July 2, 2014 Title Signal processing Version[removed]Date[removed]Depends R (>= 2.14.0), stats

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 16:29:09
99Unit root / KPSS test / Augmented Dickey–Fuller test / Persistence / Economic model / Autoregressive integrated moving average / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach - IJCB - March 2006

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Source URL: www.ijcb.org

Language: English - Date: 2006-03-08 12:27:24
100Autoregressive conditional heteroskedasticity / Normal distribution / Volatility clustering / Autoregressive–moving-average model / Variance / Conditional variance / Parameter / Economic model / Statistics / Time series analysis / Econometrics

Introduction to the rugarch package. (Version[removed]Alexios Ghalanos May 25, 2014 Contents

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 16:22:52
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