2010, ISBN: 6130336896

[EAN: 9786130336899], Neubuch, [PU: VDM Verlag Dr. Müller E.K.], nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! In time series… Mehr…

[EAN: 9786130336899], Neubuch, [PU: VDM Verlag Dr. Müller E.K.], nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. The process will be non-stationary. If the other roots of the characteristic equation lie inside the unit circle, then the first difference of the process will be stationary. In statistics, the Phillips Perron test is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is I. It builds on the Dickey Fuller test, but unlike the augmented Dickey Fuller test, which extends the Dickey Fuller test by including additional lagged variables as regressors in the model on which the test is based, the Phillips Perron test makes a non-parametric correction to the t-test statistic to capture the effect of autocorrelation present when the underlying autocorrelation process is not and the error terms are not homoscedastic. Englisch, Books<

2010, ISBN: 6130336896

[EAN: 9786130336899], Neubuch, [PU: VDM Verlag Dr. Müller E.K. Jan 2010], This item is printed on demand - it takes 3-4 days longer - Neuware -High Quality Content by WIKIPEDIA articles! … Mehr…

[EAN: 9786130336899], Neubuch, [PU: VDM Verlag Dr. Müller E.K. Jan 2010], This item is printed on demand - it takes 3-4 days longer - Neuware -High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. The process will be non-stationary. If the other roots of the characteristic equation lie inside the unit circle, then the first difference of the process will be stationary. In statistics, the Phillips Perron test is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is I. It builds on the Dickey Fuller test, but unlike the augmented Dickey Fuller test, which extends the Dickey Fuller test by including additional lagged variables as regressors in the model on which the test is based, the Phillips Perron test makes a non-parametric correction to the t-test statistic to capture the effect of autocorrelation present when the underlying autocorrelation process is not and the error terms are not homoscedastic. Englisch, Books<

2010, ISBN: 6130336896

[EAN: 9786130336899], Neubuch, [PU: Betascript Publishers Jan 2010], Neuware - High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic proce… Mehr…

[EAN: 9786130336899], Neubuch, [PU: Betascript Publishers Jan 2010], Neuware - High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. The process will be non-stationary. If the other roots of the characteristic equation lie inside the unit circle, then the first difference of the process will be stationary. In statistics, the Phillips Perron test is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is I. It builds on the Dickey Fuller test, but unlike the augmented Dickey Fuller test, which extends the Dickey Fuller test by including additional lagged variables as regressors in the model on which the test is based, the Phillips Perron test makes a non-parametric correction to the t-test statistic to capture the effect of autocorrelation present when the underlying autocorrelation process is not and the error terms are not homoscedastic. 92 pp. Englisch<

ISBN: 9786130336899

High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. The… Mehr…

High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. The process will be non-stationary. If the other roots of the characteristic equation lie inside the unit circle, then the first difference of the process will be stationary. In statistics, the Phillips Perron test is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is I. It builds on the Dickey Fuller test, but unlike the augmented Dickey Fuller test, which extends the Dickey Fuller test by including additional lagged variables as regressors in the model on which the test is based, the Phillips Perron test makes a non-parametric correction to the t-test statistic to capture the effect of autocorrelation present when the underlying autocorrelation process is not and the error terms are not homoscedastic. Boeken, Audioboeken & Kalenders / Boeken / Non-Fictie / Natuurwetenschappen / Wiskunde<

2010, ISBN: 9786130336899

Erscheinungsdatum: 01/2010, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Unit Root, Titelzusatz: Time Series, Econometrics, Stochastic Process, Characteristic Polynomial,… Mehr…

Erscheinungsdatum: 01/2010, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Unit Root, Titelzusatz: Time Series, Econometrics, Stochastic Process, Characteristic Polynomial, Stationary Process, Difference Operator, Dickey-Fuller Test, Augmented Dickey-Fuller Test, Redaktion: Surhone, Lambert M. // Timpledon, Miriam T. // Marseken, Susan F., Verlag: Betascript Publishers, Sprache: Englisch, Rubrik: Mathematik // Sonstiges, Seiten: 92, Informationen: Paperback, Gewicht: 153 gr, Verkäufer: averdo Belletristik<