1. Announcement:
05-10-2017
Views:
2,826
Page 12 of 26 First 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 Last
Threads 661 to 720 of 1509

# 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...

• Replies: 0
• Views: 1,700
04-14-2014, 11:37 AM
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...

• Replies: 0
• Views: 2,106
04-14-2014, 10:17 AM
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...

• Replies: 0
• Views: 1,501
04-11-2014, 01:57 AM
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...

• Replies: 0
• Views: 1,116
04-09-2014, 04:32 PM
5. ### 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...

• Replies: 2
• Views: 1,520
mmz
04-09-2014, 08:31 AM

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...

• Replies: 2
• Views: 1,599
04-04-2014, 06:26 AM
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...

• Replies: 0
• Views: 2,412
03-31-2014, 04:47 PM
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...

• Replies: 11
• Views: 8,321
03-31-2014, 03:33 PM
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...

• Replies: 8
• Views: 1,701
03-31-2014, 02:01 PM
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...

• Replies: 0
• Views: 1,072
03-30-2014, 05:28 PM
11. ### 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...

• Replies: 3
• Views: 1,756
03-26-2014, 03:05 PM
12. ### [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"...

• Replies: 0
• Views: 1,265
03-26-2014, 12:04 PM
13. ### 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...

• Replies: 0
• Views: 1,445
03-25-2014, 04:37 PM
14. ### 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...

• Replies: 1
• Views: 1,183
03-25-2014, 12:14 AM
15. ### 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...

• Replies: 0
• Views: 1,915
03-24-2014, 06:22 PM
16. ### 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...

• Replies: 0
• Views: 13,419
03-22-2014, 10:41 AM
17. ### 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...

• Replies: 0
• Views: 2,302
03-18-2014, 09:40 AM
18. ### 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....

• Replies: 0
• Views: 3,042
03-17-2014, 10:39 AM
19. ### 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...

• Replies: 4
• Views: 2,205
03-14-2014, 11:44 AM
20. ### 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...

• Replies: 12
• Views: 2,849
03-13-2014, 11:04 AM
21. ### 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...

• Replies: 0
• Views: 1,486
03-12-2014, 11:12 PM
22. ### 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...

• Replies: 2
• Views: 1,533
03-12-2014, 05:58 AM
23. ### 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...

• Replies: 2
• Views: 1,444
03-11-2014, 12:12 PM
24. ### 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 +...

• Replies: 0
• Views: 1,485
03-08-2014, 01:31 PM
25. ### 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...

• Replies: 0
• Views: 1,649
03-06-2014, 07:26 PM
26. ### 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...

• Replies: 6
• Views: 1,575
03-04-2014, 03:30 PM
27. ### 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...

• Replies: 1
• Views: 1,193
03-04-2014, 04:46 AM
28. ### 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...

• Replies: 2
• Views: 3,147
03-01-2014, 12:56 PM
29. ### 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...

• Replies: 2
• Views: 1,502
03-01-2014, 12:19 PM

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...

• Replies: 0
• Views: 1,094
03-01-2014, 04:25 AM
31. ### 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...

• Replies: 0
• Views: 1,355
03-01-2014, 04:15 AM
32. ### 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...

• Replies: 1
• Views: 1,547
02-26-2014, 03:52 PM
33. ### 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...

• Replies: 1
• Views: 1,676
02-25-2014, 05:38 PM
34. ### 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...

• Replies: 22
• Views: 4,851
02-24-2014, 10:55 PM
35. ### 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...

• Replies: 3
• Views: 2,639
02-24-2014, 03:37 AM
36. ### Investment Books that are Statistics Based

See Topic. Does anyone have any suggestions? Thanks,

• Replies: 1
• Views: 912
02-22-2014, 05:34 PM
37. ### 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...

• Replies: 2
• Views: 1,834
02-21-2014, 02:32 PM
38. ### 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...

• Replies: 0
• Views: 2,787
02-21-2014, 09:56 AM
39. ### 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...

• Replies: 0
• Views: 1,187
02-19-2014, 02:24 AM
40. ### 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...

• Replies: 5
• Views: 1,550
02-18-2014, 09:40 AM
41. ### 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...

• Replies: 0
• Views: 1,318
02-13-2014, 03:33 PM
42. ### 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...

• Replies: 5
• Views: 1,614
02-13-2014, 08:35 AM
43. ### 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...

• Replies: 0
• Views: 1,407
02-12-2014, 02:30 PM
44. ### Question

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

• Replies: 5
• Views: 1,360
02-11-2014, 08:13 PM
45. ### 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...

• Replies: 0
• Views: 1,026
02-09-2014, 01:07 AM
46. ### 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...

• Replies: 0
• Views: 948
02-03-2014, 03:16 AM
47. ### 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...

• Replies: 2
• Views: 979
02-02-2014, 02:56 PM
48. ### 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...

• Replies: 0
• Views: 1,694
Lav
01-30-2014, 03:27 PM
49. ### 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...

• Replies: 5
• Views: 2,678
01-30-2014, 04:14 AM
50. ### 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...

• Replies: 3
• Views: 1,435
01-24-2014, 08:09 AM
51. ### 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...

• Replies: 9
• Views: 2,495
01-23-2014, 09:46 AM
52. ### 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...

• Replies: 3
• Views: 1,898
01-23-2014, 05:46 AM
53. ### 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...

• Replies: 4
• Views: 1,873
01-23-2014, 04:52 AM
54. ### 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...

• Replies: 0
• Views: 2,362
01-19-2014, 07:38 AM
55. ### 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...

• Replies: 11
• Views: 2,622
01-18-2014, 07:09 PM

Page 12 of 26 First 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 Last

Use this control to limit the display of threads to those newer than the specified time frame.

Allows you to choose the data by which the thread list will be sorted.

Note: when sorting by date, 'descending order' will show the newest results first.

#### Icon Legend

You have posted in this thread

#### Posting Permissions

• You may not post new threads
• You may not post replies
• You may not post attachments
• You may not edit your posts