Autoregressive–moving-average model

Results: 162



#Item
111Noise / AICC / Autoregressive model / Time series / Autoregressive integrated moving average / Time series analysis / Bayesian information criterion / Statistics / Model selection / Akaike information criterion

APTS Statistical Modelling: Practical 1 D. C. Woods April 7, 2014 The code below generates a time series of length n, and then fits autoregressive models of order up to order.max (which is set to 19 below). The AIC is pl

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Source URL: www2.warwick.ac.uk

Language: English - Date: 2014-04-08 02:59:55
112Seasonal adjustment / Autoregressive integrated moving average / Forecasting / Time series / Economic model / Time series analysis / Statistics / Seasonality

CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]The influence of changes in model on seasonal adjusted data

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

Language: English
113Autoregressive integrated moving average / Seasonal adjustment / Time series / Moving-average model / Akaike information criterion / Forecasting / Statistics / Time series analysis / Seasonality

A Structural Time Series Model Facilitating Flexible Seasonality Yoshinori Kawasaki The Institute of Statistical Mathematics, Japan at Conference on Seasonality, Seasonal Adjustment and Their Implications for Short-Term

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

Language: English
114Statistical forecasting / Econometrics / Autoregressive integrated moving average / Forecasting / Box–Jenkins / Economic forecasting / Akaike information criterion / Economic model / Exponential smoothing / Statistics / Time series analysis / Data analysis

102 Future Prospects of Small Scale Industrial Sector Of Punjab: An Empirical Assessment Future Prospects of Small Scale Industrial Sector Of Punjab:

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Source URL: plagiarism.repec.org

Language: English - Date: 2011-06-24 10:46:36
115Strategic management / Forecasting / Autoregressive integrated moving average / Time series / Management / Statistics / Time series analysis / Benchmarking

MODEL BASED APPROACHES TO BENCHMARKING AND FORECASTING ECONOMIC TIME SERIES: CURRENT STATUS AND FUTURE TRENDS Abdelwahed Trabelsi (ISG-T, Tunisia)

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

Language: English
116Stochastic 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

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

Language: English
117Seasonality / 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

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

Language: English
118Gross 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:

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

Language: English
119Seasonal 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:

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

Language: English
120Gross fixed capital formation / Autoregressive integrated moving average / National accounts / Gross domestic product / Seasonality

A model based approach for benchmarking seasonally adjusted time series

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

Language: English
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