serial correlation वाक्य
उदाहरण वाक्य
मोबाइल
- Where \ epsilon _ { t } is a monetary shock with mean zero mean and no serial correlation ( so called white noise ).
- "Then people are just pushing prices, and you're going to see a lot of negative serial correlation " _ what went up Monday comes down Tuesday.
- Some remarkable works at the Department were, for example, Durbin and Watson on testing serial correlation in econometrics, and Alan Prest and Derek Rowe on demand analysis.
- In economics, cross-sectional analysis has the advantage of avoiding various complicating aspects of the use of data drawn from various points in time, such as serial correlation of residuals.
- As a consequence, if positive serial correlation is present in the regression, standard linear regression analysis will typically lead us to compute artificially small standard errors for the regression coefficient.
- Under the assumption of spherical errors, i . e . homoscedasticity and no serial correlation in u _ { it }, the FE estimator is more efficient than the FD estimator.
- Gouri�roux has published in journals worldwide, and was a recipient of the Koopmans Prize ( with two fellow partners ) for their project, " General Approach to Serial Correlation " in 1985 1987.
- If the design matrix \ mathbf { X } of the regression is known, exact critical values for the distribution of d under the null hypothesis of no serial correlation can be calculated.
- First, the F-statistic to test for overall significance of the regression may be inflated under positive serial correlation because the mean squared error ( MSE ) will tend to underestimate the population error variance.
- Negative serial correlation implies that a positive error for one observation increases the chance of a negative error for another observation and a negative error for one observation increases the chances of a positive error for another.
- Another contribution to econometrics is the serial correlation Lagrange multiplier test, often called Breusch Godfrey test after Breusch and Leslie G . Godfrey, which can be used to identify autocorrelation in the errors of a regression model.
- Azeredo ( 2014 ) showed that traditional pre-1930 consumption measures understate the extent of serial correlation in the U . S . annual real growth rate of per capita consumption of non-durables and services ( " consumption growth " ).
- Alternatively, the serial correlation coefficient of the ISI sequence is positive for bursting patterns, because in this case short ISIs tend to be followed by more short ISIs ( at least if the bursts consist of more than two spikes ).
- Finally, the importance of the article by Koopmans ( 1942 ) deriving the distribution of the serial correlation coefficient was recognized by John von Neumann, and it later influenced the optimal tests for a unit root by John Denis Sargan and Alok Bhargava ( Sargan and Bhargava, 1983 ).
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