Hey everyone,
I am currently doing a coursework for uni and I need some help. I don't have a background in stats and this is not a statistics course so I am confused.
I have a dataset of daily air quality, which have numerous gaps - some small (one day missing), some big (over a month of...
Hey everyone,
i'm struggling with modelling some times series to get residuals with white noise characteristics. I use SPSS for ARIMA modelling and exponential smoothing and Gretl for stationary testing with the Augmented-Dickey-Fuller and the KPSS-Test.
My workflow:
At first I use Gretl to...
Hey everyone,
i have a question about the results I get when I do a cross correlation of two white noise time series with SPSS 21.0. Why do I get two different results depending on how much variables I insert in the window for the cross correlation?
For example: If I insert the variables...
Hello, I have already corrected the stationary of my elements with diff, but to analyze the VaR (), CVaR (). It is necessary to create a portfolio, I have seen many packages that have left me confused. How is the procedure to create a crypto portfolio?
that is I must assign all the columns of...
Hello there! I am struggling at the analysis part of my thesis. I want to compare countries according to their growth rates over time. So in other words, do they increase or decrease over time more than the others or less… I saw that time series panel data regression with dummy coding for the...
As part of my University research project, I have decided to study the impact of Immigration on house prices but find that the immigration Variable that should be statistically significant according to literature appears to be insignificant. I don't know whether this was down to the method I...
Hi everyone,
currently I'm working on a project where I want to test effects of external indicators on internal sales data.
So I already collected a lot of data and now want to compare two time series. But there are some things I'm not sure about:
Is it recommendable to decompose each time...
I need to find the solution to this question, could someone help?
Consider the stochastic process {Xt;t ∈ Z}.
Let fX(λ) = |1 +1/3 eiλ|2 be the spectral density function and RX (t) be the
autocovariance function of {Xt; t ∈ Z}. What is the value of RX(1).
Hi all,
i have a very simple question, because i am not good at statistics but i need that :)
I have two signals, one is lets say 'x' another is 'time', so its a time serie. I need to find the upper and lower values of my signals according to confidence interval and then show them on a graph...
Hi,
assume that we have time series with autocorrelated values described by the regression model Y_i ~ X_i. As far as I understand, in AR-regression models, this correlation is considered by assuming that residuals are autocorrelated. Instead, I could introduce additional predictors...
Hello there,
I would like to know what would be the best method to measure the relationship between variables like life expectancy and income over time (years)? In my case I have a time series with around 30 years. I would like to examine if there is a dependence between variables like life...
There is an aggregated measure represented by a variable A, modeled as a time series from a process. There was a need forecast A and also to find out the historical amount of data of A that is the best reflector of future values of A (as there was a data storage capacity issue). Using a...
There is an aggregated measure represented by a variable A, modeled as a time series from a process. There was a need forecast A and also to find out the historical amount of data of A that is the best reflector of future values of A (as there was a data storage capacity issue). Using a...
Describe what role Exploratory Data Analysis (EDA) has in the application of time series modeling. Include:
(a) Why is testing for a normal distribution important?
(b) Why is testing for skew and kurtosis important?
(c) What role does hypothesis testing play?
(d) What distribution is used for...
Hello everyone,
I am new to this forum and I would need some help on a time series regression model with financial variables.
I am regressing Y=S&P500 Health Care index c X=bookmaker odds for the victory of Hillary Clinton x=S&P500 x=USD/EUR
everything is in dlog, and I use the lag of...
Good morning and thanks in advice for your time.
Can I use Granger casuality for studying if a financial variable (stock price of a company) can be caused by a non financial variable (like the number of hours the employers work)? If not, do I have to consider my non financial variables as...
Hi,
I am currently working on a paper where I run a VECM and get significant values. However, I am not quite sure about how to interpret the output and how take the different values and express them with an equation. I run the test in SATA using the vec command
Attached is a picture of...
So, it is said that whatever is in fashion once comes back someday or the other. We have collected data on 10 different garment types, each having 5 different sub-types on what was in fashion in 50 years. (Eg- Jeans->Waist->High/Low/Mid-rise)
We plan on assigning each sub-type a grade/number...