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Forum: Applied Statistics

Statistics in finance, economics, engineering. Actuarial science. Econometrics. Operations research.

  1. Am I doing factor analysis right?

    I haven't seen this yet in class, but I have watched a couple of youtube videos and wonder if I am doing this right. I have several items that...

    Started by Annvdb‎, 03-16-2014 01:30 AM
    • Replies: 1
    • Views: 156
    Yesterday, 12:14 PM Go to last post
  2. Post Looking for an appropriate data analysis techniques for production process data!

    Hi group members, I am shamima, a recent graduate in Biostatistics from University of Waterloo, ON, Canada and I am new to this forum. Currently I...

    Started by Zaman‎, 03-26-2014 08:35 AM
    • Replies: 4
    • Views: 214
    Yesterday, 12:04 PM Go to last post
  3. Principal components interpretation

    Hi all, So i have a matrix of of correlation coefficients between X_i, which are standardised variables, and Y_j, which are the principal...

    Started by Prometheus‎, 04-14-2014 08:07 AM
    • Replies: 4
    • Views: 126
    Yesterday, 11:51 AM Go to last post
  4. Yet another ESM question

    ESM = Exponential smoothing Some suggest you chose your ESM model, e.g., Holt Winters, based on whether the data looks like it will support a...

    Started by noetsi‎, Yesterday 10:12 AM
    • Replies: 0
    • Views: 77
    Yesterday, 10:12 AM Go to last post
  5. Poisson regression

    Hello to everyone!:):) We need some help for a Poisson Regression: Our problem is to determine if there is a relationship between the return on...

    Started by eve1987‎, 04-16-2014 11:27 AM
    • Replies: 1
    • Views: 151
    04-16-2014, 03:41 PM Go to last post
  6. Time series with variables of different orders of integration

    I have addressed this before, but it remains one of the most puzzling elements to me. Say you have a DV that is I and some of the predictors are I...

    Started by noetsi‎, 04-14-2014 11:37 AM
    • Replies: 0
    • Views: 81
    04-14-2014, 11:37 AM Go to last post
  7. What causes spurious regression with time series

    This comes from another thread, and further reading on my part. I had initially thought that spurious regression (high R squared which has nothing to...

    Started by noetsi‎, 04-14-2014 10:17 AM
    • Replies: 0
    • Views: 77
    04-14-2014, 10:17 AM Go to last post
  8. critical values

    Hi everybody, I am working on a significance test and trying to compute p-values or the corresponding critical values. I want to carry out a...

    Started by tr206‎, 04-11-2014 01:57 AM
    • Replies: 0
    • Views: 117
    04-11-2014, 01:57 AM Go to last post
  9. Impulse responses (monetary economics)

    Hello, I have a little question regarding impulse response functions. Suppose I have a 3-variable reduced-form VAR: interest rate, Money...

    Started by blackreds‎, 04-09-2014 04:32 PM
    • Replies: 0
    • Views: 111
    04-09-2014, 04:32 PM Go to last post
  10. convincing correlations

    I have two time series. The first is very well sampled, it's an 6-year-long time series of hourly wind data. My second time series is an...

    Started by geologist‎, 04-09-2014 10:38 AM
    correlations; time series
    • Replies: 0
    • Views: 88
    04-09-2014, 10:38 AM Go to last post
  11. Question Time series analysis with external events in R

    I have a time series of daily website visitors and several different marketing events (some continuous for several days). I would like to determine...

    Started by mmz‎, 04-08-2014 08:21 AM
    data analysis, r programing, statistical analysis, time series analysis
    • Replies: 2
    • Views: 147
    04-09-2014, 08:31 AM Go to last post
  12. Post Please help! How large sample size should be?

    Hi, This is all hypothetical and I haven't conducted any test yet and I'm very sorry if this is some kind of nonsense question. Let's say I have...

    Started by simone25‎, 04-03-2014 06:31 PM
    • Replies: 2
    • Views: 226
    04-04-2014, 06:26 AM Go to last post
  13. HP Filter v. Simple Moving Average

    Evening everyone. I'm trying to better understand the reason behind the HP filter's relative timeliness in picking up trend shifts relative to a...

    Started by JMiller89‎, 03-31-2014 04:47 PM
    hp filter, lag
    • Replies: 0
    • Views: 110
    03-31-2014, 04:47 PM Go to last post
  14. When is the difference between various AIC/BIC enough to matter?

    It is commonly recommended you use BIC or AIC to choose between models (lower is better). Say you use AIC. Then how far apart between two AIC models...

    Started by noetsi‎, 03-31-2014 12:45 PM
    • Replies: 11
    • Views: 228
    03-31-2014, 03:33 PM Go to last post
  15. [SOLVED] Non-normality = non-linearity?

    This is a quote from chatfield an expert on forecasting discussing time series with variances that are not constant . "Note that financial series...

    Started by noetsi‎, 03-31-2014 11:14 AM
    • Replies: 8
    • Views: 150
    03-31-2014, 02:01 PM Go to last post
  16. log variables and their traits

    Hi everyone, I am currently analyzing the relationship between Google Search frequency and the CDS market. I used a monthly backward rolling...

    Started by meetcha.‎, 03-30-2014 05:28 PM
    • Replies: 0
    • Views: 116
    03-30-2014, 05:28 PM Go to last post
  17. Time series cross sectional regression: stock returns on multiple factors

    Hi all. I'm currently running a time series cross sectional regression on SAS 9.3. I have 7 variables: firm (f), time (t), stock returns (ar),...

    Started by Radfern‎, 03-27-2014 11:03 AM
    • Replies: 0
    • Views: 153
    03-27-2014, 11:03 AM Go to last post
  18. Talking confuse on one-way and two-way ANOVA

    Hi, I am doing a 2x2 factorial design which study the following impact: 1) male celebrity endorser on male beauty product advertising 2) female...

    Started by Missyna‎, 03-25-2014 11:23 AM
    • Replies: 3
    • Views: 175
    03-26-2014, 03:05 PM Go to last post
  19. Question [Compounded returns series simulation] PDF of product of normal random variables

    Hello, To simulate compounded returns in financial series, I'm trying to find an algorithm to compute the PDF of the product of "n"...

    Started by Perrete‎, 03-26-2014 12:04 PM
    compounded returns, simulation
    • Replies: 0
    • Views: 94
    03-26-2014, 12:04 PM Go to last post
  20. Fieller-Hinkley Ratio of Correlated Random Variables: Question On Applying Theory

    I am a senior in college writing a thesis analyzing and critiquing government income transfer programs, such as SNAP (food stamps). Here is my...

    Started by GOVT POLICY‎, 03-25-2014 04:37 PM
    distribution, economics, hinkley, homework help, ratio
    • Replies: 0
    • Views: 149
    03-25-2014, 04:37 PM Go to last post
  21. Question Forecasting with several models

    I would like to know how to deal with (presumed) independent models that provide different forecasted values. For example, let's assume that I...

    Started by Perrete‎, 03-20-2014 03:59 AM
    • Replies: 1
    • Views: 164
    03-25-2014, 12:14 AM Go to last post
  22. Arfima Gar

    Hi, I'm actually using a Arfima model for my time serie and i want to apply the Garch specification for the residuals. I can't find the way to do...

    Started by gnawanis‎, 03-24-2014 06:22 PM
    • Replies: 0
    • Views: 65
    03-24-2014, 06:22 PM Go to last post
  23. Finding the Z-Score for Safety Stock Calculations

    Dear Forum, I want to calculate the safety stocks required by our company to achieve a certain service level for our customers. The basic...

    Started by Ruben‎, 03-22-2014 10:41 AM
    normal distribution, probability density, safety stocks, z score
    • Replies: 0
    • Views: 186
    03-22-2014, 10:41 AM Go to last post
  24. Institution level data- ubnit of analysis clinic or clients?

    Hi all. I am working with health center data. There are two things I would like to know: 1. if blacks Hispanics are more likely to receive a...

    Started by Marvin85‎, 03-18-2014 09:40 AM
    clinical level, unit of analysis
    • Replies: 0
    • Views: 141
    03-18-2014, 09:40 AM Go to last post
  25. Smile One way Anova or Two way Anova? again :)

    I want to compare some fish data from different feeding regime (treatment) in fresh water which I applied for 6 weeks (I measured some parameters at...

    Started by jamirimoghaddam‎, 03-14-2014 07:00 AM
    • Replies: 4
    • Views: 189
    03-14-2014, 11:44 AM Go to last post
  26. ARIMA questions

    I am reworking my ARIMA review so this seemed the time to ask inane, dumb questions to drive Englund and Vinux bonkers with:p One ARIMA I ran had...

    Started by noetsi‎, 03-11-2014 11:30 AM
    • Replies: 12
    • Views: 305
    03-13-2014, 11:04 AM Go to last post
  27. significance of observed change in a dichotomous outcome by time periods

    I'm using traffic survey data (travel speed) and want to see if speeding (yes / no) reduced for period X when an engineering intervention was in...

    Started by Nils87‎, 03-12-2014 11:12 PM
    • Replies: 0
    • Views: 159
    03-12-2014, 11:12 PM Go to last post
  28. Question Augmenting model predictions with another model

    Hello All, I am currently working on a problem which involves predicting the value of some variable (which I will call Y), based on a number of...

    Started by Steve85‎, 03-10-2014 02:33 PM
    modeling techniques, prediction model, regression
    • Replies: 2
    • Views: 184
    03-12-2014, 05:58 AM Go to last post
  29. Test for change in variance in ARIMA

    In ARIMA seasonality is additive so variance should not change over time. But, while I know how to look at the graphs for this, I know no formal test...

    Started by noetsi‎, 03-11-2014 10:55 AM
    • Replies: 2
    • Views: 132
    03-11-2014, 12:12 PM Go to last post
  30. multiple equation GMM with a single common coefficient

    I'm trying to jointly estimate two sets of regression equations. In matrix notation they are y = X*beta + alpha*p + u z = W*gamma + (1/alpha)*m +...

    Started by Odysseus‎, 03-08-2014 12:31 PM
    • Replies: 0
    • Views: 132
    03-08-2014, 12:31 PM Go to last post
  31. Influence of various events on each other

    I have a historical table of 1 and 0, with one being an event that has happened and 0 that is has not. Each one has independent probabilities but I...

    Started by michel‎, 03-06-2014 06:26 PM
    • Replies: 0
    • Views: 134
    03-06-2014, 06:26 PM Go to last post
  32. Difficulty calculating probability of a complicated event

    Trying to calculate this statistical issue for work, not sure if I am over complicating or what - but certainly need some help in solving. For...

    Started by Pharmastat‎, 03-04-2014 04:08 PM
    • Replies: 6
    • Views: 259
    03-05-2014, 02:52 PM Go to last post
  33. The Basic AutoRegressive (AR) Process

    Im having trouble with question a) of the following: http://imgur.com/dmbbGkS I was told that I should try to solve by induction. I have never done...

    Started by StatsScared‎, 03-03-2014 12:03 AM
    • Replies: 6
    • Views: 237
    03-04-2014, 02:30 PM Go to last post
  34. sample size for control and treatment groups

    hello everyone, I am in the process of designing an agricultural experiment in which I want to compare a series of variables between a group of...

    Started by parsec2011‎, 03-04-2014 01:20 AM
    comparison, control, experimental, sample size, treatment
    • Replies: 1
    • Views: 131
    03-04-2014, 03:46 AM Go to last post
  35. Logisitc Regression ,Factor Analysis 1000 variables

    Dear All, I am trying to run Logistic Rgeression model with 1000 variables and most of them continuous variables and around 20 of them are...

    Started by masarimk‎, 12-30-2013 12:52 AM
    • Replies: 2
    • Views: 384
    03-01-2014, 11:56 AM Go to last post
  36. Creating a scoring model

    Good morning/afternoon everyone, first of all thanks to all of you for reading this post and for any advice you might want to offer. I will be...

    Started by gori1084‎, 01-28-2014 10:21 AM
    • Replies: 2
    • Views: 248
    03-01-2014, 11:19 AM Go to last post
  37. advice for surveys on software tool and business administration

    Dear forum participants: I am designing a survey for a a simple software tool. The objective is that I need to assess its effectiveness, user...

    Started by parsec2011‎, 03-01-2014 03:25 AM
    business statistics
    • Replies: 0
    • Views: 95
    03-01-2014, 03:25 AM Go to last post
  38. sampling methods - randomness sometimes a challenge

    Hi everyone, I need your advice about a sampling method that might work in this quite specific context. The story goes.. I need to conduct a...

    Started by parsec2011‎, 03-01-2014 03:15 AM
    sampling, survey
    • Replies: 0
    • Views: 97
    03-01-2014, 03:15 AM Go to last post
  39. Question AB Testing / testing for differences between 2 groups when # success > N

    Hi all, Thanks for reading this post. Hopefully you can help me out, your 2 cents is much appreciated My problem is the following: I am AB...

    Started by Rob J‎, 02-24-2014 03:46 PM
    • Replies: 3
    • Views: 195
    02-28-2014, 01:18 PM Go to last post
  40. Confusing comment on ESM

    This is made on page 7 of the link below (right ahead of the calculations). To me it suggest that ESM can not be used to predict seasonal data more...

    Started by noetsi‎, 02-26-2014 01:03 PM
    • Replies: 1
    • Views: 115
    02-26-2014, 02:52 PM Go to last post
  41. Question continuous vs categorical?

    I'm looking at writing a preliminary paper on glucose and vitamin D using NHANES data. I am not sure if I should make SERUM GLUCOSE and SERUM VITAMIN...

    Started by Maureen‎, 02-25-2014 04:15 PM
    • Replies: 1
    • Views: 160
    02-25-2014, 04:38 PM Go to last post
  42. Getting same value (.000) of Sig. (or 'p') in Shapiro-Wilk Normality test

    Greetings to fellow talk stat members, I'm facing an issue with significance (or 'p') value in Shapiro-Wilk Normality test. Even after performing...

    Started by pankaj12‎, 02-20-2014 06:25 AM
    2 Pages
    1 2
    • Replies: 15
    • Views: 569
    02-25-2014, 07:32 AM Go to last post
  43. Question Help with decision tree when continuous data

    Hello, I have a dataset (y = true/false, x's = combination of binary and continuous data columns, n = 5000) that I am attempting to create a...

    Started by JRadcliffe‎, 02-18-2014 04:43 PM
    2 Pages
    1 2
    continuous, data, decision, tree
    • Replies: 23
    • Views: 741
    02-24-2014, 09:55 PM Go to last post
  44. Likelihood of Purchase - Proper Method

    Hi Everyone, I'm trying to determine the odds of a product succeeding in a given area. After doing some research it seems that similar problems...

    Started by marek91‎, 02-21-2014 10:45 PM
    logistic regression, market research
    • Replies: 3
    • Views: 240
    02-24-2014, 02:37 AM Go to last post
  45. Casino betting

    Hi, I'm playing "even money baccarat" where if player wins it pays one to one, banker win it also pay one to one except when banker wins on a 6...

    Started by zoombie‎, 02-14-2014 10:57 AM
    • Replies: 1
    • Views: 197
    02-22-2014, 04:37 PM Go to last post
  46. Investment Books that are Statistics Based

    See Topic. Does anyone have any suggestions? Thanks,

    Started by Khrisstian‎, 02-07-2014 10:59 PM
    • Replies: 1
    • Views: 176
    02-22-2014, 04:34 PM Go to last post
  47. Prediction validation

    The use of hold out data to do prediction validation (which I interpret as chosing the best ESM mode. e.g, Holt versus Winters) is reccomended in the...

    Started by noetsi‎, 02-21-2014 11:19 AM
    • Replies: 2
    • Views: 177
    02-21-2014, 01:32 PM Go to last post
  48. Stationarity vs. iid

    Hi all, I came across a statement about iid and stationarity which says that it is unrealistic to assume stock returns to be i.i.d but rather...

    Started by claimed‎, 02-21-2014 08:56 AM
    econometrics, iid, stationarity, time series
    • Replies: 0
    • Views: 135
    02-21-2014, 08:56 AM Go to last post
  49. Outlier identification scatter plot

    I am looking for points who's combination of values for the two variables in the scatterplot are extreme. I know you can find points graphically...

    Started by noetsi‎, 02-18-2014 10:55 AM
    • Replies: 13
    • Views: 262
    02-19-2014, 07:33 AM Go to last post
  50. zero censored data, but real positive and negative values

    I am working with a dependant variable which includes many observations that are censored at 0 (meaning they do not engage in the process determining...

    Started by agsalomon‎, 02-19-2014 01:24 AM
    • Replies: 0
    • Views: 184
    02-19-2014, 01:24 AM Go to last post
  51. General Forecasting Question

    Hello all first time post on this forum. I read around a few threads, and there's definitely some good information here. My question is regarding...

    Started by blufish‎, 02-16-2014 05:49 PM
    • Replies: 8
    • Views: 317
    02-18-2014, 10:44 AM Go to last post
  52. Outliers in ESM

    I have a clear outlier in my data. The point is accurate, fund were frozen for much of a month so spending fell dramatically than compared to similar...

    Started by noetsi‎, 02-17-2014 09:03 AM
    • Replies: 5
    • Views: 160
    02-18-2014, 08:40 AM Go to last post
  53. AIC to evaluate exponential smoothing

    Recently it has been recommeded to use information criteria such as AIC to evaluate ESM models. I am not sure if you use this for the historical...

    Started by noetsi‎, 02-13-2014 02:33 PM
    • Replies: 0
    • Views: 163
    02-13-2014, 02:33 PM Go to last post
  54. Help needed with simulation in econometrics

    Dear Statisticians, I need your help in a difficult issue. I will be as simple as I can. Suppose you have 3 variables. A dependent, B and C...

    Started by dobrica3‎, 02-13-2014 06:31 AM
    • Replies: 5
    • Views: 224
    02-13-2014, 07:35 AM Go to last post
  55. Clustering and discriminating shapes

    Hi everyone, I'm new here and my knowledge of statistics is quite basic so I'll appreciate any kind of help you can give me. I am currently...

    Started by svampfest0‎, 02-12-2014 01:30 PM
    • Replies: 0
    • Views: 167
    02-12-2014, 01:30 PM Go to last post
  56. Question

    Is this the correct section to post threads related to statistical methods in engineering and quality control and six sigma?

    Started by bigbob‎, 01-23-2014 05:49 PM
    • Replies: 5
    • Views: 248
    02-11-2014, 07:13 PM Go to last post
  57. Combine decomposed forecast with a Holt-winter forecast

    I just want to know, can i combine a decomposed forecast with any other non-decomposed forecast like holt-winter and is there any reference to...

    Started by ieo228‎, 02-09-2014 12:07 AM
    forecast, holt
    • Replies: 0
    • Views: 150
    02-09-2014, 12:07 AM Go to last post
  58. interaction effect

    Hi! I need help with interaction effect. Individual effect on dependent variable of variable A is positive, and of variables B, C, D and E is...

    Started by johnny009‎, 02-03-2014 02:16 AM
    • Replies: 0
    • Views: 223
    02-03-2014, 02:16 AM Go to last post
  59. Comparing variance between two populations, with continuous and discrete confounds

    Hi, I have two populations, each with around 200 individuals, and around 10000 variables describing each individual. I suspect one of the...

    Started by Andorin‎, 02-01-2014 01:08 PM
    • Replies: 2
    • Views: 288
    02-02-2014, 01:56 PM Go to last post
  60. GEE yes or no for binary repeated categorical data

    Firstly I am sorry if my question is not suitable for this part of Forum. I did a reasearch in science education. Unfortunately, I first did...

    Started by Lav‎, 01-30-2014 02:27 PM
    • Replies: 0
    • Views: 256
    01-30-2014, 02:27 PM Go to last post

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