Information om | Engelska ordet AUTOREGRESSION

Exempel på hur man kan använda AUTOREGRESSION i en mening

• To test the null hypothesis that x does not Granger-cause y, one first finds the proper lagged values of y to include in a univariate autoregression of y:.
• For example, Troutman treated autoregressions in which the autoregression coefficients and residual variance are no longer constant but vary cyclically with time.
• statsmodels – Python package for statistics and econometrics (regression, plotting, hypothesis testing, generalized linear model (GLM), time series analysis, autoregressive–moving-average model (ARMA), vector autoregression (VAR), non-parametric statistics, ANOVA).
• Allowing the modeling process to allow for empirical characteristics in stock returns such as autoregression, asymmetric volatility, skewness, and kurtosis is important.

Förberedelsen av sidan tog: 105,70 ms.