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Unit Root
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Unit Root - Taschenbuch

ISBN: 6130336896

Gebundene Ausgabe, ID: 6092042

Time Series, Econometrics, Stochastic Process, Characteristic Polynomial, Stationary Process, Difference Operator, Dickey-Fuller Test, Augmented Dickey-Fuller Test - Buch, gebundene Ausgabe, 92 S., Beilagen: Paperback, Erschienen: 2010 Betascript Publishers 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.

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Unit Root - Lambert M. Surhone
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Unit Root - neues Buch

ISBN: 9786130336899

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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. Bücher / Naturwissenschaften, Medizin, Informatik & Technik / Mathematik

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Unit Root - ValueXY
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Unit Root - neues Buch

ISBN: 9786130336899

ID: 0ac104e033bc6b5014a07d1f7deca51b

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. Buch / Broschur

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Unit Root
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
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Unit Root - Taschenbuch

2010, ISBN: 9786130336899

ID: 1983717&WAN=10022&WBT=28664&WMID=W000000443

2010. ; KT ; Unit Root 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 t Buch Taschenbuch

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Unit Root
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
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Unit Root - Taschenbuch

2010, ISBN: 6130336896

Gebundene Ausgabe, ID: 6092042

Time Series, Econometrics, Stochastic Process, Characteristic Polynomial, Stationary Process, Difference Operator, Dickey-Fuller Test, Augmented Dickey-Fuller Test - Buch, gebundene Ausgabe, 92 S., Beilagen: Paperback, Erschienen: 2010 Betascript Publishers

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Unit Root
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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.

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EAN (ISBN-13): 9786130336899
ISBN (ISBN-10): 6130336896
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2010

Buch in der Datenbank seit 29.09.2009 12:49:10
Buch zuletzt gefunden am 18.04.2017 01:14:01
ISBN/EAN: 6130336896

ISBN - alternative Schreibweisen:
613-0-33689-6, 978-613-0-33689-9


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