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Forum: Applied Statistics

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

  1. 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: 1,700
    04-14-2014, 11:37 AM Go to last post
  2. 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: 2,106
    04-14-2014, 10:17 AM Go to last post
  3. 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: 1,501
    04-11-2014, 01:57 AM Go to last post
  4. 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: 1,116
    04-09-2014, 04:32 PM Go to last post
  5. 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: 1,520
    04-09-2014, 08:31 AM Go to last post
  6. 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: 1,599
    04-04-2014, 06:26 AM Go to last post
  7. 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: 2,412
    03-31-2014, 04:47 PM Go to last post
  8. 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: 8,321
    03-31-2014, 03:33 PM Go to last post
  9. [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: 1,701
    03-31-2014, 02:01 PM Go to last post
  10. 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: 1,072
    03-30-2014, 05:28 PM Go to last post
  11. 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: 1,380
    03-27-2014, 11:03 AM Go to last post
  12. 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: 1,756
    03-26-2014, 03:05 PM Go to last post
  13. 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: 1,265
    03-26-2014, 12:04 PM Go to last post
  14. 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: 1,445
    03-25-2014, 04:37 PM Go to last post
  15. 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: 1,183
    03-25-2014, 12:14 AM Go to last post
  16. 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: 1,915
    03-24-2014, 06:22 PM Go to last post
  17. 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: 13,419
    03-22-2014, 10:41 AM Go to last post
  18. 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: 2,302
    03-18-2014, 09:40 AM Go to last post
  19. Regression Modeling with Actuarial and Financial Applications

    Does any one have the solution, interpretation and SAS/SPSS code for the question on insurance company expenses in the book written by Edward W....

    Started by Nicole2000‎, 03-17-2014 10:39 AM
    • Replies: 0
    • Views: 3,042
    03-17-2014, 10:39 AM Go to last post
  20. 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: 2,205
    03-14-2014, 11:44 AM Go to last post
  21. 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: 2,849
    03-13-2014, 11:04 AM Go to last post
  22. 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: 1,486
    03-12-2014, 11:12 PM Go to last post
  23. 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: 1,533
    03-12-2014, 05:58 AM Go to last post
  24. 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: 1,444
    03-11-2014, 12:12 PM Go to last post
  25. 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 01:31 PM
    • Replies: 0
    • Views: 1,485
    03-08-2014, 01:31 PM Go to last post
  26. 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 07:26 PM
    • Replies: 0
    • Views: 1,649
    03-06-2014, 07:26 PM Go to last post
  27. 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 05:08 PM
    • Replies: 6
    • Views: 1,910
    03-05-2014, 03:52 PM Go to last post
  28. 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 01:03 AM
    • Replies: 6
    • Views: 1,575
    03-04-2014, 03:30 PM Go to last post
  29. 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 02:20 AM
    comparison, control, experimental, sample size, treatment
    • Replies: 1
    • Views: 1,193
    03-04-2014, 04:46 AM Go to last post
  30. 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 01:52 AM
    • Replies: 2
    • Views: 3,147
    03-01-2014, 12:56 PM Go to last post
  31. 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 11:21 AM
    • Replies: 2
    • Views: 1,502
    03-01-2014, 12:19 PM Go to last post
  32. 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 04:25 AM
    business statistics
    • Replies: 0
    • Views: 1,094
    03-01-2014, 04:25 AM Go to last post
  33. 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 04:15 AM
    sampling, survey
    • Replies: 0
    • Views: 1,355
    03-01-2014, 04:15 AM Go to last post
  34. 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 04:46 PM
    • Replies: 3
    • Views: 1,412
    02-28-2014, 02:18 PM Go to last post
  35. 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 02:03 PM
    • Replies: 1
    • Views: 1,547
    02-26-2014, 03:52 PM Go to last post
  36. 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 05:15 PM
    • Replies: 1
    • Views: 1,676
    02-25-2014, 05:38 PM Go to last post
  37. 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 07:25 AM
    2 Pages
    1 2
    • Replies: 15
    • Views: 16,168
    02-25-2014, 08:32 AM Go to last post
  38. 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 05:43 PM
    2 Pages
    1 2
    continuous, data, decision, tree
    • Replies: 22
    • Views: 4,851
    02-24-2014, 10:55 PM Go to last post
  39. 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 11:45 PM
    logistic regression, market research
    • Replies: 3
    • Views: 2,639
    02-24-2014, 03:37 AM Go to last post
  40. Investment Books that are Statistics Based

    See Topic. Does anyone have any suggestions? Thanks,

    Started by Khrisstian‎, 02-07-2014 11:59 PM
    • Replies: 1
    • Views: 912
    02-22-2014, 05:34 PM Go to last post
  41. 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 12:19 PM
    • Replies: 2
    • Views: 1,834
    02-21-2014, 02:32 PM Go to last post
  42. 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 09:56 AM
    econometrics, iid, stationarity, time series
    • Replies: 0
    • Views: 2,787
    02-21-2014, 09:56 AM Go to last post
  43. 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 11:55 AM
    • Replies: 13
    • Views: 2,509
    02-19-2014, 08:33 AM Go to last post
  44. 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 02:24 AM
    • Replies: 0
    • Views: 1,187
    02-19-2014, 02:24 AM Go to last post
  45. 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 10:03 AM
    • Replies: 5
    • Views: 1,550
    02-18-2014, 09:40 AM Go to last post
  46. 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 03:33 PM
    • Replies: 0
    • Views: 1,318
    02-13-2014, 03:33 PM Go to last post
  47. 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 07:31 AM
    • Replies: 5
    • Views: 1,614
    02-13-2014, 08:35 AM Go to last post
  48. 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 02:30 PM
    • Replies: 0
    • Views: 1,407
    02-12-2014, 02:30 PM Go to last post
  49. 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 06:49 PM
    • Replies: 5
    • Views: 1,360
    02-11-2014, 08:13 PM Go to last post
  50. 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 01:07 AM
    forecast, holt
    • Replies: 0
    • Views: 1,026
    02-09-2014, 01:07 AM Go to last post
  51. 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 03:16 AM
    • Replies: 0
    • Views: 948
    02-03-2014, 03:16 AM Go to last post
  52. 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 02:08 PM
    • Replies: 2
    • Views: 979
    02-02-2014, 02:56 PM Go to last post
  53. 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 03:27 PM
    • Replies: 0
    • Views: 1,694
    01-30-2014, 03:27 PM Go to last post
  54. Order statistics - min,max

    Hello all, my problem related to communication topic for sort of new modulation. a correct detection is when the amplitudes of w_1 , w_2 are...

    Started by wuid‎, 01-29-2014 07:44 AM
    • Replies: 5
    • Views: 2,678
    01-30-2014, 04:14 AM Go to last post
  55. How to do projections with a brand new process

    Time series methods I know such as ESM or ARIMA assume past patterns will continue into the future. But I have a process we are trying to model that...

    Started by noetsi‎, 01-23-2014 11:43 AM
    • Replies: 3
    • Views: 1,435
    01-24-2014, 08:09 AM Go to last post
  56. Exponential smoothing (ESM) thread

    Why are books on such common methods so hard to find:shakehead An article I read today said that various error measures such as MAPE and MSE...

    Started by noetsi‎, 01-21-2014 10:26 AM
    • Replies: 9
    • Views: 2,495
    01-23-2014, 09:46 AM Go to last post
  57. Binning and interaction

    Dear All, I am using logistic model and I have two continuous variable let's say x1 and x2 and if I use bining for both of them, can I use...

    Started by masarimk‎, 01-23-2014 03:55 AM
    • Replies: 3
    • Views: 1,898
    01-23-2014, 05:46 AM Go to last post
  58. selection bias problems?

    Dear All, I am running Logistic Regression with the cutomers who churned and did not churn. I choosed most of the churned customers around 15K but...

    Started by masarimk‎, 01-14-2014 01:49 AM
    • Replies: 4
    • Views: 1,873
    01-23-2014, 04:52 AM Go to last post
  59. PR > LR in multinomial logistic regression

    Hi So, quick question, I did a multinomial logistic regression in XLStat and under the Type III analyses is shows the PR > LR which are really bad...

    Started by Wendero‎, 01-19-2014 07:38 AM
    • Replies: 0
    • Views: 2,362
    01-19-2014, 07:38 AM Go to last post
  60. Interview your friendly Ecologist/Archaeologist

    While helping Bugman and gianmarco with respective problems I became interested in the work they do. I love visualization and I love geographical...

    Started by trinker‎, 01-16-2014 10:50 PM
    archaeology, ecology
    • Replies: 11
    • Views: 2,622
    01-18-2014, 07:09 PM Go to last post

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