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augmented test

См. также в других словарях:

  • Augmented Dickey-Fuller test — In statistics and econometrics, an augmented Dickey Fuller test (ADF) is a test for a unit root in a time series sample. It is an augmented version of the Dickey Fuller test for a larger and more complicated set of time series models.The… …   Wikipedia

  • Augmented Dickey-Fuller-Test — Als Dickey Fuller Tests bezeichnet man in der Statistik die von D. Dickey und W. Fuller in den 70er Jahren entwickelten Einheitswurzeltests, die die Nullhypothese eines stochastischen Prozesses mit Einheitswurzel gegen die Alternative eines… …   Deutsch Wikipedia

  • test — 1. To prove; to try a substance; to determine the chemical nature of a substance by means of reagents. 2. A method of examination, as to determine the presence or absence of a definite disease or of some substance in any of the fluids, tissues,… …   Medical dictionary

  • augmented histamine test — (for gastric function) a newer type of histamine test; after a 12 hour fast, residual gastric contents are aspirated. Basal gastric secretion is then collected every 15 minutes for 1 hour; at the 30 minute point, antihistamine is given… …   Medical dictionary

  • Marine Corps Test Unit — #1 Active 1 July 1954 19 June 1957 Country United States Allegiance Department of the Navy Branch United States Marine Corps The …   Wikipedia

  • Dickey–Fuller test — In statistics, the Dickey–Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in 1979.[1] Contents 1 Explanation 2 Dealing with… …   Wikipedia

  • Dickey-Fuller test — In statistics, the Dickey Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in the 1970s. Explanation A simple AR(1) model is: y… …   Wikipedia

  • Air-augmented rocket — Air augmented rockets (also known as rocket ejector, ramrocket, ducted rocket, integral rocket/ramjets, or ejector ramjets) use the supersonic exhaust of some kind of rocket engine to further compress air collected by ram effect during flight to… …   Wikipedia

  • Dickey-Fuller-Test — Als Dickey Fuller Tests bezeichnet man in der Statistik die von D. Dickey und W. Fuller in den 70er Jahren entwickelten Einheitswurzeltests, die die Nullhypothese eines stochastischen Prozesses mit Einheitswurzel gegen die Alternative eines… …   Deutsch Wikipedia

  • Unit root test — A unit root test tests whether a time series variable is non stationary using an autoregressive model. The most famous test is the Augmented Dickey Fuller test. Another test is the Phillips Perron test. Both these tests use the existence of a… …   Wikipedia

  • Dickey-Fuller-Test — ADF Test; von D. Dickey und W. Fuller entwickelter ⇡ Einheitswurzeltest, bei dem die erste Differenz einer Zeitreihe auf den gelagten (⇡ Lag) absoluten Wert der gleichen Zeitreihe regressiert wird. Liegt der Regressionskoeffizient nahe bei Null,… …   Lexikon der Economics

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