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Econometric Time Series

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  • Regression Analysis of Time Series — Infobox Software name = RATS caption = developer = Estima latest release version = 7.0 latest release date = 2007 operating system = Cross platform genre = econometrics software license = Proprietary website =… …   Wikipedia

  • Econometric software — is a statistical software that is specialised for econometric analysis. List of statistical packages used mainly for econometric analysis This is an incomplete list of software that is designed mainly for the purpose of performing econometric… …   Wikipedia

  • Vector autoregression — (VAR) is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an… …   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

  • Recurrence relation — Difference equation redirects here. It is not to be confused with differential equation. In mathematics, a recurrence relation is an equation that recursively defines a sequence, once one or more initial terms are given: each further term of the… …   Wikipedia

  • Arnold Zellner — (born January 2 1927) is an American economist and statistician specializing in the fields of Bayesian probability and econometrics. He is known for his pioneering work in the field of Bayesian analysis and econometric modeling. In Bayesian… …   Wikipedia

  • Portmanteau test — In statistics, a portmanteau test tests whether any of a group of autocorrelations of a time series are different from zero. Among portmanteau tests are both the Ljung Box test and the (now obsolete) Box Pierce test. The portmanteau test is… …   Wikipedia

  • Dummy variable (statistics) — In statistics and econometrics, particularly in regression analysis, a dummy variable (also known as an indicator variable) is one that takes the values 0 or 1 to indicate the absence or presence of some categorical effect that may be expected to …   Wikipedia

  • ETS — aeronaut. abbr. Electronic Test Set com. abbr. Electronic Test Set abbr. Embedded ToolSuite (Phar Lap) abbr. European Telecommunication Standard (ETSI) abbr. Executable Test Suite (ISO 9646 1) comp. abbr. Econometric Time Series acronym… …   United dictionary of abbreviations and acronyms

  • Econometrics — Economics …   Wikipedia

  • Nobel Prizes — ▪ 2009 Introduction Prize for Peace       The 2008 Nobel Prize for Peace was awarded to Martti Ahtisaari, former president (1994–2000) of Finland, for his work over more than 30 years in settling international disputes, many involving ethnic,… …   Universalium

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