'Arma model' diaporamas de présentation

Econ 240 C

1.53k views • 130 slides

Econ 240 C

1.39k views • 120 slides

Econ 240 C

1.27k views • 115 slides

STAT 497 LECTURE NOTES 8

STAT 497 LECTURE NOTES 8. FORECASTING. FORECASTING. One of the most important objectives in time series analysis is to forecast its future values. It is the primary objective of modeling. ESTIMATION (tahmin) ?the value of an estimator for a parameter.

717 views • 71 slides

STAT 497 LECTURE NOTES 7

STAT 497 LECTURE NOTES 7. FORECASTING. FORECASTING. One of the most important objectives in time series analysis is to forecast its future values. It is the primary objective of modeling. ESTIMATION (tahmin) ?the value of an estimator for a parameter.

1.03k views • 70 slides

STAT 497 LECTURE NOTES 7

STAT 497 LECTURE NOTES 7. FORECASTING. FORECASTING. One of the most important objectives in time series analysis is to forecast its future values. It is the primary objective of modeling. ESTIMATION (tahmin) ?the value of an estimator for a parameter.

750 views • 57 slides

13 Introduction toTime-Series Analysis

13 Introduction toTime-Series Analysis. What is in this Chapter?. This chapter discusses the basic time-series models: autoregressive (AR) and moving average (MA) models, stationary and nonstationary time series, and the Box-Jenkins approach to time-series modeling

500 views • 49 slides

Comparison of GDP among u.s.a and china

Comparison of GDP among u.s.a and china. Matt Mullens Gulsah Gunenc Alex Keyfes Gaoyuan Tian Andrew Booth. Preview of Coming Attractions (Outline). Motivation Background Data sources Models Model Validations Results Conclusions Questions. Motivation.

449 views • 33 slides

Econ 427 lecture 22 slides

Econ 427 lecture 22 slides. Forecasting with non-stationary data series. Unit Roots. Last time we talked about the random walk. Because the autoregressive lag polynomial has one root equal to one , we say it has a unit root .

146 views • 11 slides

Estimation of AR models

Estimation of AR models. Assume for now mean is 0. Estimate parameters of the model, including the noise variace. Least squares Set up regression equation removing any rows that have zeros (see page 38) Yule-Walker estimators

245 views • 5 slides

SNR. Prony. Shanks. Steiglitz- McBride. SAERPP. s. s. s. s. 15 dB. 3.30. 0.32. 2.51. 0.24. 0.52. 0.04. 3.66. 0.35. 10 dB. 4.91. 0.48. 3.12. 0.31. 0.89. 0.08. 5.08. 0.50. 5 dB. 5.49. 0.55. 4.70. 0.48. 1.89. 0.17. 5.60. 0.56. 1 dB. 6.29. 0.61. 6.00. 0.57.

98 views • 1 slides