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Author : William W. S. Wei
Publisher :
ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.:/5 (89 download)
Download or read book The Effect of Temporal Aggregation on Discrete Dynamic Time Series Models written by William W. S. Wei and published by . This book was released on 1974 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. C. Tiao
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (413 download)
Download or read book Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables written by G. C. Tiao and published by . This book was released on 1975 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Helmut Lütkepohl
Publisher : Springer Science & Business Media
ISBN 13 : 9783540172086
Total Pages : 340 pages
Book Rating : 4.1/5 (72 download)
Download or read book Forecasting Aggregated Vector ARMA Processes written by Helmut Lütkepohl and published by Springer Science & Business Media. This book was released on 1987 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study.
Author : Richard A. Davis
Publisher : CRC Press
ISBN 13 : 1466577746
Total Pages : 484 pages
Book Rating : 4.4/5 (665 download)
Download or read book Handbook of Discrete-Valued Time Series written by Richard A. Davis and published by CRC Press. This book was released on 2016-01-06 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
Author : Hans-Joachim Werner
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (634 download)
Download or read book On the Temporal Aggregation in Discrete Dynamical Systems written by Hans-Joachim Werner and published by . This book was released on 1982 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kuldeep Kumar
Publisher : Universal-Publishers
ISBN 13 : 161233573X
Total Pages : 205 pages
Book Rating : 4.6/5 (123 download)
Download or read book Some Recent Developments in Statistical Theory and Applications written by Kuldeep Kumar and published by Universal-Publishers. This book was released on 2012 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is part of the proceedings of The International Conference on Recent Developments in Statistics, Econometrics and Forecasting 2010, which was organized to provide opportunities for academics and researchers to share their knowledge on recent developments in this area. The conference featured the most up-to-date research results and applications in statistics, econometrics and forecasting. The book has fifteen chapters contributed by different authors and can be divided into five parts: Time Series and Econometric Modeling, Linear Models, Non-parametrics, Statistical Applications and Statistical Methodology. This book will be helpful to graduate students, researchers and applied statisticians working in the area of time series, statistical and econometric modeling.
Author : William W. S. Wei
Publisher : Addison-Wesley Longman
ISBN 13 :
Total Pages : 648 pages
Book Rating : 4.:/5 (318 download)
Download or read book Time Series Analysis written by William W. S. Wei and published by Addison-Wesley Longman. This book was released on 2006 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Overview. Fundamental Concepts. Stationary Time Series Models. Nonstationary Time Series Models. Forecasting. Model Identification. Parameter Estimation, Diagnostic Checking, and Model Selection. Seasonal Time Series Models. Testing for a Unit Root. Intervention Analysis and Outlier Detection. Fourier Analysis. Spectral Theory of Stationary Processes. Estimation of the Spectrum. Transfer Function Models. Time Series Regression and GARCH Models. Vector Time Series Models. More on Vector Time Series. State Space Models and the Kalman Filter. Long Memory and Nonlinear Processes. Aggregation and Systematic Sampling in Time Series. For all readers interested in time series analysis.
Author : Jack S. Levy
Publisher : University Press of Kentucky
ISBN 13 : 0813182077
Total Pages : 241 pages
Book Rating : 4.8/5 (131 download)
Download or read book War in the Modern Great Power System written by Jack S. Levy and published by University Press of Kentucky. This book was released on 2021-09-15 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: The apparently accelerating arms race between the United States and the Soviet Union and the precarious political conditions existing in many parts of the world have given rise to new anxiety about the possibility of military confrontation between the superpowers. Despite the fateful nature of the risk, we have little knowledge, as Jack S. Levy has pointed out, "of the conditions, processes, and events which might combine to generate such a calamity." No empirically confirmed theory of the causes of war exists, and the hypotheses—often contradictory—that have been proposed remain untested. As a step toward the formulation of a theory of the causes of war that can be tested against historical experience, Levy has developed a unique data base that will serve as an invaluable resource for students of international conflict in coming years. War in the Modern Great Power System provides a much-needed perspective on the major wars of the past. In this thorough and systematic study, Levy carefully defines the Great Power concept and identifies the Great Powers and their international wars since the late fifteenth century. The resulting compilation of war data is unique because of its five-century span and its focus on a well-defined set of Great Powers. Turning to a quantitative analysis of the characteristics, patterns, and trends in war, Levy demonstrates that although wars between the Great Powers have become increasingly serious in every respect but duration over the last five hundred years, their frequency has diminished. He rejects the popular view that the twentieth century has been the most warlike on record, and he demonstrates that it instead constitutes a return to the historical norm after the exceptionally peaceful nineteenth century. Applying his data to the question whether war is "contagious," he finds that the likelihood of war is indeed highest when another war is under way, but that this contagious effect disappears after the first war is over. Contrary to the popular "war-weariness" theory, he finds no evidence that war generates an aversion to subsequent war. This study, extending the scientific analysis of war back over five centuries of international history, constitutes a major contribution to our knowledge of international conflict.
Author : Oscar Jorda
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Time-Scale Transformations of Discrete Time Processes written by Oscar Jorda and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the effects of temporal aggregation when the aggregation frequency is variable and possibly stochastic. The results that we report include, as a particular case, the well-known results on fixed-interval aggregation, such as when monthly data are aggregated into quarters. A variable aggregation frequency implies that the aggregated process will exhibit time-varying parameters and non-spherical disturbances, even when these characteristics are absent from the original model. Consequently, we develop methods for specification and estimation of the aggregate models and show with an example how these methods perform in practice.
Author : William W.S. Wei
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (133 download)
Download or read book Some Consequences of Temporal Aggregation in Seasonal Time Series Models written by William W.S. Wei and published by . This book was released on 1976 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Library of Congress. Copyright Office
Publisher : Copyright Office, Library of Congress
ISBN 13 :
Total Pages : 1608 pages
Book Rating : 4.F/5 ( download)
Download or read book Catalog of Copyright Entries. Third Series written by Library of Congress. Copyright Office and published by Copyright Office, Library of Congress. This book was released on 1976 with total page 1608 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Janet M. Box-Steffensmeier
Publisher : Cambridge University Press
ISBN 13 : 0521871166
Total Pages : 297 pages
Book Rating : 4.5/5 (218 download)
Download or read book Time Series Analysis for the Social Sciences written by Janet M. Box-Steffensmeier and published by Cambridge University Press. This book was released on 2014-12-22 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides instruction and examples of the core methods in time series econometrics, drawing from several main fields of the social sciences.
Author : Institute of Mathematical Statistics
Publisher :
ISBN 13 :
Total Pages : 646 pages
Book Rating : 4.:/5 (42 download)
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:
Author : Andrew A. Weiss
Publisher :
ISBN 13 : 9780868370460
Total Pages : 19 pages
Book Rating : 4.3/5 (74 download)
Download or read book Systematic Sampling and Temporal Aggregation in Time Series Models written by Andrew A. Weiss and published by . This book was released on 1983 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mario Forni
Publisher : Oxford University Press
ISBN 13 : 9780198288008
Total Pages : 264 pages
Book Rating : 4.2/5 (88 download)
Download or read book Aggregation and the Microfoundations of Dynamic Macroeconomics written by Mario Forni and published by Oxford University Press. This book was released on 1997 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through careful methodological analysis, this book argues that modern macroeconomics has completely overlooked the aggregate nature of the data. In Part I, the authors test and reject the homogeneity assumption using disaggregate data. In Part II, they demonstrate that apart from random flukes, cointegration unidirectional Granger causality and restrictions on parameters do not survive aggregation when heterogeneity is introduced. They conclude that the claim that modern macroeconomics has solid microfoundations is unwarranted. However, some important theory-based models that do not fit aggregate data well in their representative-agent version can be reconciled with aggregate data by introducing heterogeneity.
Author : Andrew J. Gehman
Publisher :
ISBN 13 :
Total Pages : 153 pages
Book Rating : 4.:/5 (128 download)
Download or read book The Effects of Spatial Aggregation on Spatial Time Series Modeling and Forecasting written by Andrew J. Gehman and published by . This book was released on 2016 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatio-temporal data analysis involves modeling a variable observed at different locations over time. A key component of space-time modeling is determining the spatial scale of the data. This dissertation addresses the following three questions: 1) How does spatial aggregation impact the properties of the variable and its model? 2) What spatial scale of the data produces more accurate forecasts of the aggregate variable? 3) What properties lead to the smallest information loss due to spatial aggregation? Answers to these questions involve a thorough examination of two common space-time models: the STARMA and GSTARMA models. These results are helpful to researchers seeking to understand the impact of spatial aggregation on temporal and spatial correlation as well as to modelers interested in determining a spatial scale for the data. Two data examples are included to illustrate the findings, and they concern states' annual labor force totals and monthly burglary counts for police districts in the city of Philadelphia.
Author : Dominique M. Hanssens
Publisher : Springer Science & Business Media
ISBN 13 : 0306475944
Total Pages : 507 pages
Book Rating : 4.3/5 (64 download)
Download or read book Market Response Models written by Dominique M. Hanssens and published by Springer Science & Business Media. This book was released on 2005-12-19 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: From 1976 to the beginning of the millennium—covering the quarter-century life span of this book and its predecessor—something remarkable has happened to market response research: it has become practice. Academics who teach in professional fields, like we do, dream of such things. Imagine the satisfaction of knowing that your work has been incorporated into the decision-making routine of brand managers, that category management relies on techniques you developed, that marketing management believes in something you struggled to establish in their minds. It’s not just us that we are talking about. This pride must be shared by all of the researchers who pioneered the simple concept that the determinants of sales could be found if someone just looked for them. Of course, economists had always studied demand. But the project of extending demand analysis would fall to marketing researchers, now called marketing scientists for good reason, who saw that in reality the marketing mix was more than price; it was advertising, sales force effort, distribution, promotion, and every other decision variable that potentially affected sales. The bibliography of this book supports the notion that the academic research in marketing led the way. The journey was difficult, sometimes halting, but ultimately market response research advanced and then insinuated itself into the fabric of modern management.
