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Cointegration : The vector of not motionless time sequence is said to be cointegrated if the linear combination of the individual series is stationary. Facilitates suitable testing
Occam's razor is an early statement of the parsimony principle, which was given by William of Occam (1280-1349) namely 'entia non sunt multiplicanda praeter necessitatem'; which m
Glejser test is the test for the heteroscedasticity in the error terms of the regression analysis which involves regressing the absolute values of the regression residuals for the
Biplots: It is the multivariate analogue of the scatter plots, which estimates the multivariate distribution of the sample in a few dimensions, typically two and superimpose on th
Genstat: The basic purpose piece of statistical software for the management and the analysis of data. The package incorporates the wide variety of data handling events and a wi
The Null Hypothesis - H0: γ 1 = γ 2 = ... = 0 i.e. there is no heteroscedasticity in the model The Alternative Hypothesis - H1: at least one of the γ i 's are not equal
Invariant transformations to combine marginal probability functions to form multivariate distributions motivated by the need to enlarge the class of multivariate distributions beyo
I need help solving a problem using excel.
Bayesian confidence interval : An interval of the posterior distribution which is so that the density of it at any point inside the interval is greater than that of the density at
Law of likelihood : Within framework of the statistical model, a particular set of data supports one statistical hypothesis or assumption better than another if the likelihood of t
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