'Sample covariance' diaporamas de présentation

Model Building For ARIMA time series

Model Building For ARIMA time series. Consists of three steps Identification Estimation Diagnostic checking. ARIMA Model building . Identification Determination of p, d and q. To identify an ARIMA( p , d , q ) we use extensively the autocorrelation function

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Family-Based Association Tests

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Description of Multivariate Data

Description of Multivariate Data. Multivariate Analysis. The analysis of many variables. Multivariate Analysis : The analysis of many variables.

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The Simple Regression Model

The Simple Regression Model. y = b 0 + b 1 x + u. Introduction. Most applied econometric analysis begins with the premise that Y and X are two variables, representing some population, and we are interested in explaining Y in terms of X. Or, how Y varies with changes in X.

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MEASURES OF VARIABILITY

MEASURES OF VARIABILITY. Variance Population variance Sample variance Standard Deviation Population standard deviation Sample standard deviation Coefficient of Variation (CV) Sample CV Population CV. MEASURES OF VARIABILITY POPULATION VARIANCE.

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The z-score is often called the standardized value.

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Chapter 3, Numerical Descriptive Measures

Chapter 3, Numerical Descriptive Measures. Data analysis is objective Should report the summary measures that best meet the assumptions about the data set Data interpretation is subjective Should be done in fair, neutral and clear manner. Summary Measures. Describing Data Numerically.

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Correlation and Covariance

Correlation and Covariance. James H. Steiger. Goals for Today. Introduce the statistical concepts of Covariance Correlation Investigate invariance properties Develop computational formulas. Covariance.

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Structure Equation With Nonnormal Variables

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Structure Equation With Nonnormal Variables

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Chapter 3 Numerical Descriptive Measures

Chapter 3 Numerical Descriptive Measures. Contents. Central Tendency: the extent to which all of the data values group around a central value. Variation: the amount of dispersion or scattering of values away from a central point

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Correlation

Correlation. Covariance. The variance of a variable X provides information on the variability of X . The covariance of two variables X and Y provides information on the related variability of X and Y together.

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Probability and Statistics

Probability and Statistics. Probability vs. Statistics. In probability, we build up from the mathematics of permutations and combinations and set theory a mathematical theory of how outcomes of an experiment will be distributed

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Interpreting Bi-variate OLS Regression

Interpreting Bi-variate OLS Regression. Stata Regression Output Regression plots and RSS R 2 -- Coefficient of Determination Adjusted R 2 Sample Covariance/Correlation Hypothesis Testing Standard Errors T-tests and P-values. Stata Regression Model:.

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Two Variables

Two Variables. Covariance and Correlation. y. II I III IV. x. When you first encountered the coordinate system used for graphs, you may recall talking about the first quadrant, second quadrant and so as shown in the graph. y. II I

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Stochastic Regressors

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Linear Regression and Correlation Analysis

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