Autoregressive–moving-average model

Results: 162



#Item
21Dickey–Fuller test / Stationary process / Autoregressive integrated moving average / Trend stationary / Time series / Random walk / Order of integration / Autoregressive model / Stochastic / Statistics / Time series analysis / Unit root

http://www.springer.com 2 Nonstationary Time Series In this chapter, models for nonstationary time series are introduced. Before the characteristics of unit

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:37:59
22Autoregressive integrated moving average / Partial autocorrelation function / Arima / Forecasting / Moving-average model / Ggplot2 / Statistics / Time series analysis / Noise

Stat 565 (S)ARIMA & Forecasting FebCharlotte Wickham Tuesday, February 4, 14

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Source URL: stat565.cwick.co.nz

Language: English - Date: 2014-02-04 12:46:23
23Noise / Autoregressive integrated moving average / Time series / Partial autocorrelation function / Moving-average model / Arma / Autocorrelation / Seasonality / Statistics / Time series analysis / Covariance and correlation

Stat 565 Fitting ARMA Models JanCharlotte Wickham Saturday, February 1, 14

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Source URL: stat565.cwick.co.nz

Language: English - Date: 2014-02-01 13:25:54
24Econometrics / Economics / Autoregressive conditional heteroskedasticity / Covariance and correlation / Financial risk / Mathematical sciences / Volatility / Correlation and dependence / Autoregressive–moving-average model / Time series analysis / Statistics / Mathematical finance

The Effect of B Share Market Reform on Volatility Spillovers and Changes in Correlation between Chinese A and B Shares

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:54:35
25Statistical tests / Mathematical finance / Cointegration / Unit root / Noise / Autoregressive integrated moving average / Phillips–Perron test / Error correction model / Time series / Statistics / Time series analysis / Econometrics

http://www.springer.com Contents Part I Theoretical Concepts 1

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:37:44
26Autoregressive conditional heteroskedasticity / Economics / Autoregressive–moving-average model / Tourism / Time series / Majorca / Time series analysis / Econometrics / Statistics

Microsoft Word - BalSimmod2.doc

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:03:04
27Statistical models / Statistical forecasting / Time series / Regression analysis / Autoregressive–moving-average model / Predictive analytics / Economic model / Forecasting / Linear model / Statistics / Information / Time series analysis

C R Rao Advanced Institute of Mathematics, Statistics & Computer Science (AIMSCS) University of Hyderabad Campus, Gachibowli Prof. C R Rao Road, Hyderabad, IndiaWebsite: http://crraoaimscs.org SHORT TERM COURSE

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Source URL: www.crraoaimscs.org

Language: English - Date: 2015-02-04 06:40:53
28Autoregressive integrated moving average / Arima / Prediction / Box–Jenkins / Autoregressive–moving-average model / Time series / Time series analysis / Statistics / Forecasting

Utilizing Real-World Transportation Data for Accurate Traffic Prediction Bei Pan, Ugur Demiryurek, Cyrus Shahabi Integrated Media System Center University of Southern California Los Angeles, United States {beipan,demiry

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Source URL: infolab.usc.edu

Language: English - Date: 2012-11-29 22:14:42
29Seasonality / Autoregressive integrated moving average / Generalized additive model / Autocorrelation / Additive model / Gam / Moving-average model / Box–Jenkins / Statistics / Regression analysis / Time series analysis

Stat 565 Spectrum FebCharlotte Wickham Tuesday, February 25, 14

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Source URL: stat565.cwick.co.nz

Language: English - Date: 2014-02-26 23:25:57
30Non-linear systems / Stochastic processes / Noise / STAR model / Autoregressive conditional heteroskedasticity / Threshold model / Akaike information criterion / Moving-average model / Maximum likelihood / Statistics / Time series analysis / Estimation theory

RESEARCH REPORT Serial No. 507 November 2013 THRESHOLD MODELS IN TIME SERIES ANALYSIS-SOME REFLECTIONS

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2013-11-05 06:18:22
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