Moving-average model

Results: 171



#Item
121Stochastic processes / Unit root / Mathematical finance / Noise / Stationary process / Autoregressive integrated moving average / Economic model / Cointegration / Autoregressive model / Statistics / Time series analysis / Econometrics

Financial Market Behavior, Fluctuations in the Macro Economy and the CVAR Katarina Juselius Department of Economics University of Copenhagen August 31, 2010

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
122Seasonality / Errors and residuals in statistics / Autoregressive conditional heteroskedasticity / Autoregressive integrated moving average / TRAMO / Demetra+ / Statistics / Time series analysis / Seasonal adjustment

THE INFLUENCE OF CHANGES IN MODEL ON SEASONAL ADJUSTED DATA Nomeda Bratčikovien÷ Econometric studies division Chief specialist

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
123Gross domestic product / Autoregressive integrated moving average / Seasonality / Seasonal adjustment / Regression analysis / Macroeconomic model / Statistics / Time series analysis / Forecasting

SEASONAL ADJUSTMENT FOR FORECASTINF OF QUARTERLY GROSS DOMESTIC PRODUCT:

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
124Seasonal adjustment / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Time series / Trend estimation / Autoregressive integrated moving average / Economic model / Time series analysis / Statistics / Seasonality

CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]Seasonal heteroskedasticity in time series data:

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
125Noise / Moving-average model / Seasonal adjustment / Econometrics / M-estimators / Estimation theory / Time series analysis / Statistics

Benchmarking of Israeli Economic Time Series and Seasonal Adjustment Yury Gubman and Luisa Burck Central Bureau of Statistics, Israel 7 April, 2005

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
126Gross fixed capital formation / Autoregressive integrated moving average / National accounts / Gross domestic product / Seasonality

A model based approach for benchmarking seasonally adjusted time series

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
127Time series / Seasonal adjustment / Autoregressive integrated moving average / Long-range dependency / Forecasting / Cointegration / École Normale Supérieure de Cachan / Economic model / Time series analysis / Statistics / Seasonality

Microsoft Word - Abstract_Eurostat2006.doc

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
128Time series / Seasonal adjustment / Scientific modelling / Autoregressive model / Forecasting / Economic model / Autoregressive–moving-average model / Time series analysis / Statistics / Noise

Unobserved Components Time Series Models: Analysis, Modelling and Prediction ... introducing STAMP 7 Siem Jan Koopman and Andrew Harvey

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
129Seasonality / Autoregressive integrated moving average / TRAMO / Errors and residuals in statistics / Demetra+ / Box–Jenkins / Statistics / Time series analysis / Seasonal adjustment

According to recommendations of EUROSTAT on Seasonal Adjustment, frequency of SA revisions of the model and it’s parameters re

Add to Reading List

Source URL: epp.eurostat.ec.europa.eu

Language: English
130Econometrics / Regression analysis / Stochastic processes / Correlogram / Autocorrelation / Distributed lag / Moving-average model / Lag operator / Linear regression / Statistics / Time series analysis / Noise

PDF Document

Add to Reading List

Source URL: www.melbourneinstitute.com

Language: English - Date: 2012-12-05 20:55:30
UPDATE