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Moving-average model
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51	Rob J Hyndman Forecasting: Principles and Practice 7. Non-seasonal ARIMA models Add to Reading List Source URL: robjhyndman.com Language: English - Date: 2014-09-16 02:20:25 Forecasting Autoregressive integrated moving average Moving-average model Autoregressive model Economic model Statistics Time series analysis Noise
52	Forecasting time series using R 1 Forecasting time series using R Add to Reading List Source URL: robjhyndman.com Language: English - Date: 2011-10-27 00:53:06 Forecasting Statistical forecasting Time series Autoregressive integrated moving average Macroeconomic model Exponential smoothing Lee-Carter model Statistics Time series analysis Data analysis
53	Stata files used to construct lecture examples Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2012-12-05 20:55:30 Econometrics Regression analysis Stochastic processes Correlogram Autocorrelation Distributed lag Moving-average model Lag operator Linear regression Statistics Time series analysis Noise
54	Classical Decomposition Model Revisited • recall classical decomposition model Xt = mt + st + Wt (∗) Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-03-09 15:00:30 Structure Mathematics Mathematical sciences Noise Autoregressive integrated moving average Moving-average model
55	Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simpl Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-02-27 11:14:32 XT Partial autocorrelation function Moving-average model Statistics Autoregressive integrated moving average Noise
56 $Mathematical finance / Econometrics / Time series analysis / Financial economics / Autoregressive conditional heteroskedasticity / Autoregressive fractionally integrated moving average / Volatility / Economic model / Time series / Statistics / Economics / Finance$	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Time Series Properties of Liquidation Discount F. Chan a , J. Gould a , R. Singh a and J.W. Y Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:06:19 Mathematical finance Econometrics Time series analysis Financial economics Autoregressive conditional heteroskedasticity Autoregressive fractionally integrated moving average Volatility Economic model Time series Statistics Economics Finance
57	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:14 Parametric statistics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity T-statistic Statistics Time series analysis Econometrics
58	Statistics 519, Winter Quarter 2015 Problem Set 6 Problem[removed]points). Let {Xt } be an invertible MA(1) process; i.e., we can write Xt = Zt + θZt−1 , where {Zt } ∼ WN(0, σ 2 ), and \|θ\| < 1. Use the Levinson–Du Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-02-18 11:21:01 Covariance and correlation Signal processing Moving-average model Partial autocorrelation function Estimator Normal distribution Autoregressive model Innovation Statistics Noise Estimation theory
59	Testing Causality Between Two Vectors in Multivariate GARCH Models Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:22:00 Estimation theory Autoregressive conditional heteroskedasticity Regression analysis Causality Vector autoregression Economic model Autoregressive–moving-average model Maximum likelihood Time series Statistics Time series analysis Econometrics
60	Kaipio, Jari. Simulation and Estimation of Nonstationary EEG. Kuopio University Publications C. Natural and Environmental Sciences[removed]p. ISBN[removed]ISSN[removed]ABSTRACT Add to Reading List Source URL: dsp-book.narod.ru Language: English - Date: 2013-05-06 00:56:54 Signal processing Econometrics Estimation theory Spectral density estimation Autoregressive–moving-average model Electroencephalography Moving-average model Autoregressive conditional heteroskedasticity Autoregressive model Statistics Noise Time series analysis

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