Investigation of the Behavior of Autocorrelation and Partial Autocorrelation Functions with Application to Identification of Autoregressive Moving Average Models in Time Series Analysis

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ISBN 13 :
Total Pages : 242 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Investigation of the Behavior of Autocorrelation and Partial Autocorrelation Functions with Application to Identification of Autoregressive Moving Average Models in Time Series Analysis by : Alasdair John Anderson MacCormick

Download or read book Investigation of the Behavior of Autocorrelation and Partial Autocorrelation Functions with Application to Identification of Autoregressive Moving Average Models in Time Series Analysis written by Alasdair John Anderson MacCormick and published by . This book was released on 1970 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Very British Affair

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Publisher : Springer
ISBN 13 : 1137291265
Total Pages : 354 pages
Book Rating : 4.1/5 (372 download)

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Book Synopsis A Very British Affair by : T. Mills

Download or read book A Very British Affair written by T. Mills and published by Springer. This book was released on 2012-11-27 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.

Encyclopedia of Computer Science and Technology

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Publisher : CRC Press
ISBN 13 : 9780824722531
Total Pages : 516 pages
Book Rating : 4.7/5 (225 download)

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Book Synopsis Encyclopedia of Computer Science and Technology by : Jack Belzer

Download or read book Encyclopedia of Computer Science and Technology written by Jack Belzer and published by CRC Press. This book was released on 1976-03-01 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This comprehensive reference work provides immediate, fingertip access to state-of-the-art technology in nearly 700 self-contained articles written by over 900 international authorities. Each article in the Encyclopedia features current developments and trends in computers, software, vendors, and applications...extensive bibliographies of leading figures in the field, such as Samuel Alexander, John von Neumann, and Norbert Wiener...and in-depth analysis of future directions."

Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic Arma Models

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic Arma Models by : Q. Shao

Download or read book Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic Arma Models written by Q. Shao and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies correlation and partial autocorrelation properties of periodic autoregressive moving-average (PARMA) time series models. An efficient algorithm to compute PARMA autocovariances is first derived. An innovations based algorithm to compute partial autocorrelations for a general periodic series is then developed. Finally, periodic moving averages and autoregressions are characterized as periodically stationary series whose autocovariances and partial autocorrelations, respectively, are zero at all lags that exceed some periodically varying threshold.

Applied Linear Statistical Models

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Publisher : McGraw-Hill/Irwin
ISBN 13 : 9780072386882
Total Pages : 1396 pages
Book Rating : 4.3/5 (868 download)

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Book Synopsis Applied Linear Statistical Models by : Michael H. Kutner

Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill/Irwin. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.

Introduction to Time Series Analysis

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Publisher : SAGE Publications
ISBN 13 : 1483313115
Total Pages : 233 pages
Book Rating : 4.4/5 (833 download)

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Book Synopsis Introduction to Time Series Analysis by : Mark Pickup

Download or read book Introduction to Time Series Analysis written by Mark Pickup and published by SAGE Publications. This book was released on 2014-10-15 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use of—and the assumptions underlying—common models of time series data including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models. “This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model.” —William G. Jacoby, Michigan State University

Robust partial autocorrelations with application to the preliminary identification of autoregressive moving average models

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Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (876 download)

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Book Synopsis Robust partial autocorrelations with application to the preliminary identification of autoregressive moving average models by : Guido Masarotto

Download or read book Robust partial autocorrelations with application to the preliminary identification of autoregressive moving average models written by Guido Masarotto and published by . This book was released on 1986 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bulletin - Institute of Mathematical Statistics

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Publisher :
ISBN 13 :
Total Pages : 646 pages
Book Rating : 4.:/5 (42 download)

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Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics

Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1991 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Foundations of Modern Time Series Analysis

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Publisher : Springer
ISBN 13 : 0230305024
Total Pages : 476 pages
Book Rating : 4.2/5 (33 download)

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Book Synopsis The Foundations of Modern Time Series Analysis by : Terence C. Mills

Download or read book The Foundations of Modern Time Series Analysis written by Terence C. Mills and published by Springer. This book was released on 2011-06-29 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

Financial Economics and Econometrics

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Publisher : Taylor & Francis
ISBN 13 : 1000506053
Total Pages : 767 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Financial Economics and Econometrics by : Nikiforos T. Laopodis

Download or read book Financial Economics and Econometrics written by Nikiforos T. Laopodis and published by Taylor & Francis. This book was released on 2021-12-14 with total page 767 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, ‘test your knowledge’ and ‘test your intuition’ features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor’s Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.

Time Series Analysis

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Publisher :
ISBN 13 :
Total Pages : 616 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Time Series Analysis by : George E. P. Box

Download or read book Time Series Analysis written by George E. P. Box and published by . This book was released on 1976 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction and summary; Stochastic models and their forecasting; The autocorrelation function and spectrum; Linear stationary models; Linear nonstationary models; Forecasting; Stochastic model building; Model identification; Model estimation; Model diagnostic checking; Seasonal models; Transfer function models; Identification fitting, and checking of transfer function models.

The Water-Food-Energy Nexus

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Publisher : CRC Press
ISBN 13 : 1498760848
Total Pages : 768 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis The Water-Food-Energy Nexus by : I. M. Mujtaba

Download or read book The Water-Food-Energy Nexus written by I. M. Mujtaba and published by CRC Press. This book was released on 2017-09-11 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exponential growth of the worldwide population requires increasing amounts of water, food, and energy. However, as the quantity of available fresh water and energy sources directly affecting cost of food production and transportation diminishes, technological solutions are necessary to secure sustainable supplies. In direct response to this reality, this book focuses on the water-energy-food nexus and describes in depth the challenges and processes involved in efficient water and energy production and management, wastewater treatment, and impact upon food and essential commodities. The book is organized into 4 sections on water, food, energy, and the future of sustainability, highlighting the interplay among these topics. The first section emphasizes water desalination, water management, and wastewater treatment. The second section discusses cereal processing, sustainable food security, bioenergy in food production, water and energy consumption in food processing, and mathematical modeling for food undergoing phase changes. The third section discusses fossil fuels, biofuels, synthetic fuels, renewable energy, and carbon capture. Finally, the book concludes with a discussion of the future of sustainability, including coverage of the role of molecular thermodynamics in developing processes and products, green engineering in process systems, petrochemical water splitting, petrochemical approaches to solar hydrogen generation, design and operation strategy of energy-efficient processes, and the sustainability of process, supply chain, and enterprise.

Research Reports

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (912 download)

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Book Synopsis Research Reports by :

Download or read book Research Reports written by and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series Analysis and Its Applications

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Publisher :
ISBN 13 : 9781475732627
Total Pages : 568 pages
Book Rating : 4.7/5 (326 download)

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Book Synopsis Time Series Analysis and Its Applications by : Robert H. Shumway

Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by . This book was released on 2014-01-15 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 1118674928
Total Pages : 709 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Time Series Analysis by : George E. P. Box

Download or read book Time Series Analysis written by George E. P. Box and published by John Wiley & Sons. This book was released on 2015-05-29 with total page 709 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the Fourth Edition "The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." —Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models Numerous examples drawn from finance, economics, engineering, and other related fields The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting Updates to literature references throughout and new end-of-chapter exercises Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.

The Oxford Handbook of Political Methodology

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Publisher : Oxford University Press
ISBN 13 : 0191558214
Total Pages : pages
Book Rating : 4.1/5 (915 download)

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Book Synopsis The Oxford Handbook of Political Methodology by : Janet M. Box-Steffensmeier

Download or read book The Oxford Handbook of Political Methodology written by Janet M. Box-Steffensmeier and published by Oxford University Press. This book was released on 2008-08-21 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Political methodology has changed dramatically over the past thirty years, and many new methods and techniques have been developed. Both the Political Methodology Society and the Qualitative/Multi-Methods Section of the American Political Science Association have engaged in ongoing research and training programs that have advanced quantitative and qualitative methodology. The Oxford Handbook of Political Methodology presents and synthesizes these developments. The Handbook provides comprehensive overviews of diverse methodological approaches, with an emphasis on three major themes. First, specific methodological tools should be at the service of improved conceptualization, comprehension of meaning, measurement, and data collection. They should increase analysts' leverage in reasoning about causal relationships and evaluating them empirically by contributing to powerful research designs. Second, the authors explore the many different ways of addressing these tasks: through case-studies and large-n designs, with both quantitative and qualitative data, and via techniques ranging from statistical modelling to process tracing. Finally, techniques can cut across traditional methodological boundaries and can be useful for many different kinds of researchers. Many of the authors thus explore how their methods can inform, and be used by, scholars engaged in diverse branches of methodology.

Handbook of Computational and Numerical Methods in Finance

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Publisher : Springer Science & Business Media
ISBN 13 : 0817681809
Total Pages : 438 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Handbook of Computational and Numerical Methods in Finance by : Svetlozar T. Rachev

Download or read book Handbook of Computational and Numerical Methods in Finance written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.