<--- Back to Details
First PageDocument Content
Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests
Econometrics
Covariance and correlation
Noise
Augmented Dickey–Fuller test
Autoregressive integrated moving average
Autoregressive conditional heteroskedasticity
Partial autocorrelation function
Time series
Jarque–Bera test
Statistics
Time series analysis
Statistical tests

Add to Reading List

Source URL: ftp.cixug.es

Download Document from Source Website

File Size: 25,24 KB

Share Document on Facebook

Similar Documents

Covariance and correlation / Algebra of random variables / Covariance / Partial autocorrelation function

Homework 3 solutions Joe Neeman September 22, Recall that the best linear predictor of Y given Z is and linear function of Z (say, P (Y |Z) = aZ + b) that satisfies (by the projection theorem) EP (Y |Z) = EY and

DocID: 1mqzu - View Document

Time series models / Noise / Time series analysis / Covariance and correlation / Moving-average model / Partial autocorrelation function / Autoregressive integrated moving average / Akaike information criterion / QQ plot / BoxJenkins

Homework 4 solutions Joe Neeman October 27, We began by looking at the ACF of the original data sequence (Figure 1), which seems to decay very slowly. In particular, the process is probably not an ARMA process. T

DocID: 1mmE1 - View Document

Introduction to Time Series Analysis. Lecture 9. Peter Bartlett Last lecture: 1. Forecasting and backcasting. 2. Prediction operator. 3. Partial autocorrelation function.

DocID: 1mjHh - View Document

Autoregressive integrated moving average / Box–Jenkins / Partial autocorrelation function / Moving-average model / Correlogram / Time series / Lag operator / Seasonality / Forecasting / Statistics / Time series analysis / Autoregressive–moving-average model

Applying GLM Model and ARIMA Model to the Analysis Of Monthly Temperature of Stockholm Author: Xier Li Supervisor: Mikael Möller

DocID: 1gE4N - View Document

Statistical models / Autoregressive conditional heteroskedasticity / Regression analysis / Partial autocorrelation function / Time series / Economic model / Linear model / SETAR / Statistics / Econometrics / Time series analysis

Microsoft Word - re-essay

DocID: 1fKr1 - View Document