Time series, Advanced Statistics

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stationary time series

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White''s general heteroscedasticity test, The Null Hypothesis - H0:  γ 1 =...

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

Explain intervention analysis in time series, Intervention analysis in time...

Intervention analysis in time series : The extension of the autoregressive integrated moving average models applied to time series permitting for the study of the magnitude and str

Historigram, difference between histogram and historigram

difference between histogram and historigram

K-means cluster analysis, K-means cluster analysis is the method of cluste...

K-means cluster analysis is the method of cluster analysis in which from an initial partition of observations into K clusters, each observation in turn is analysed and reassigned,

Construct the de bruijn digraph, A directed graph is simple if each ordered...

A directed graph is simple if each ordered pair of vertices is the head and tail of at most one edge; one loop may be present at each vertex. For each n ≥ 1, prove or disprove the

Density estimation, Procedures for estimating the probability distributions...

Procedures for estimating the probability distributions without supposing any particular functional form. Constructing the histogram is perhaps the easiest example of such type of

Chains of infection, Chains of infection : The description of the course of...

Chains of infection : The description of the course of infection among the group of individuals. The susceptibles infected by the direct contact with the introductory cases are sai

Quota sample, Quota sample is the sample in which the units are not select...

Quota sample is the sample in which the units are not selected at the random, but in terms of a particular number of units in each of a number of categories; for instance, 10 men

Glejsers test, The Null Hypothesis - H0:  There is no heteroscedasticity i....

The Null Hypothesis - H0:  There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β 1 0 Reject H0 if |t | > t = 1.96

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