HOME
*





Ljung–box Test
The Ljung–Box test (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each distinct lag, it tests the "overall" randomness based on a number of lags, and is therefore a portmanteau test. This test is sometimes known as the Ljung–Box Q test, and it is closely connected to the Box–Pierce test (which is named after George E. P. Box and David A. Pierce). In fact, the Ljung–Box test statistic was described explicitly in the paper that led to the use of the Box–Pierce statistic, and from which that statistic takes its name. The Box–Pierce test statistic is a simplified version of the Ljung–Box statistic for which subsequent simulation studies have shown poor performance. The Ljung–Box test is widely applied in econometrics and other applications of time series analysis. A similar assessment can be also carried out with the ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Greta M
Greta may refer to: *Greta (given name), including a list of people and characters with the name Places * Greta Bridge, village in County Durham, England * Greta, New South Wales, town in Australia ** Greta railway station ** Greta Army Camp, former Australian Army camp near the town of Greta * Greta, Victoria, town in Australia Natural history * ''Greta'' (genus), butterfly genus in the family Nymphalidae ** ''Greta morgane'' (thick-tipped greta) ** ''Greta oto'' (glasswing) Other * ''Greta'' (2018 film), a thriller film directed by Neil Jordan * ''Greta'' (2020 film), a documentary film about activist Greta Thunberg * Greta (band), hard rock band * Greta Van Fleet, hard rock band * River Greta (other), one of three UK rivers * Hurricane Greta, name of several Atlantic storms * Georgia Regional Transportation Authority The Georgia Regional Transportation Authority (GRTA, "Greta") is a government agency in the U.S. state of Georgia. It was set up under former govern ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Chi-squared Distribution
In probability theory and statistics, the chi-squared distribution (also chi-square or \chi^2-distribution) with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables. The chi-squared distribution is a special case of the gamma distribution and is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing and in construction of confidence intervals. This distribution is sometimes called the central chi-squared distribution, a special case of the more general noncentral chi-squared distribution. The chi-squared distribution is used in the common chi-squared tests for goodness of fit of an observed distribution to a theoretical one, the independence of two criteria of classification of qualitative data, and in confidence interval estimation for a population standard deviation of a normal distribution from a sample standard deviation. Many other statistical tests a ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Time Series Statistical Tests
Time is the continued sequence of existence and event (philosophy), events that occurs in an apparently irreversible process, irreversible succession from the past, through the present, into the future. It is a component quantity of various measurements used to sequence events, to compare the duration of events or the intervals between them, and to quantification (science), quantify derivative, rates of change of physical quantity, quantities in scientific realism, material reality or in the consciousness, conscious qualia, experience. Time is often referred to as a fourth dimension, along with Three-dimensional space, three spatial dimensions. Time has long been an important subject of study in religion, philosophy, and science, but defining it in a manner applicable to all fields without circular definition, circularity has consistently eluded scholars. Nevertheless, diverse fields such as business, industry, sports, the sciences, and the performing arts all incorporate som ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Biometrika
''Biometrika'' is a peer-reviewed scientific journal published by Oxford University Press for thBiometrika Trust The editor-in-chief is Paul Fearnhead (Lancaster University). The principal focus of this journal is theoretical statistics. It was established in 1901 and originally appeared quarterly. It changed to three issues per year in 1977 but returned to quarterly publication in 1992. History ''Biometrika'' was established in 1901 by Francis Galton, Karl Pearson, and Raphael Weldon to promote the study of biometrics. The history of ''Biometrika'' is covered by Cox (2001). The name of the journal was chosen by Pearson, but Francis Edgeworth insisted that it be spelt with a "k" and not a "c". Since the 1930s, it has been a journal for statistical theory and methodology. Galton's role in the journal was essentially that of a patron and the journal was run by Pearson and Weldon and after Weldon's death in 1906 by Pearson alone until he died in 1936. In the early days, the American ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Journal Of The American Statistical Association
The ''Journal of the American Statistical Association (JASA)'' is the primary journal published by the American Statistical Association, the main professional body for statisticians in the United States. It is published four times a year in March, June, September and December by Taylor & Francis, Ltd on behalf of the American Statistical Association. As a statistics journal it publishes articles primarily focused on the application of statistics, statistical theory and methods in economic, social, physical, engineering, and health sciences. The journal also includes reviews of academic books which are important to the advancement of the field. It had an impact factor of 2.063 in 2010, tenth highest in the "Statistics and Probability" category of ''Journal Citation Reports''. In a 2003 survey of statisticians, the ''Journal of the American Statistical Association'' was ranked first, among all journals, for "Applications of Statistics" and second (after ''Annals of Statistics'') f ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Q-statistic
The Q-statistic is a test statistic output by either the Box-Pierce test or, in a modified version which provides better small sample properties, by the Ljung-Box test. It follows the chi-squared distribution. See also Portmanteau test. The q statistic or studentized range statistic is a statistic used for multiple significance testing across a number of means: see Tukey–Kramer method Tukey's range test, also known as Tukey's test, Tukey method, Tukey's honest significance test, or Tukey's HSD (honestly significant difference) test, Also occasionally as "honestly," see e.g. is a single-step multiple comparison procedure and .... Statistical tests {{statistics-stub de:Q-Statistik ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Julia (programming Language)
Julia is a high-level, dynamic programming language. Its features are well suited for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism in a dynamic programming language; with multiple dispatch as its core programming paradigm. Julia supports concurrent, (composable) parallel and distributed computing (with or without using MPI or the built-in corresponding to "OpenMP-style" threads), and direct calling of C and Fortran libraries without glue code. Julia uses a just-in-time (JIT) compiler that is referred to as "just- ahead-of-time" (JAOT) in the Julia community, as Julia compiles all code (by default) to machine code before running it. Julia is garbage-collected, uses eager evaluation, and includes efficient libraries for floating-point calculations, linear algebra, random number generation, and regular expression matching. Many libraries are available, including some (e.g., for fast Fo ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Python (programming Language)
Python is a high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is dynamically-typed and garbage-collected. It supports multiple programming paradigms, including structured (particularly procedural), object-oriented and functional programming. It is often described as a "batteries included" language due to its comprehensive standard library. Guido van Rossum began working on Python in the late 1980s as a successor to the ABC programming language and first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000 and introduced new features such as list comprehensions, cycle-detecting garbage collection, reference counting, and Unicode support. Python 3.0, released in 2008, was a major revision that is not completely backward-compatible with earlier versions. Python 2 was discontinued with version 2.7.18 in 2020. Python consistently ranks as ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

R (programming Language)
R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinformaticians and statisticians for data analysis and developing statistical software. Users have created packages to augment the functions of the R language. According to user surveys and studies of scholarly literature databases, R is one of the most commonly used programming languages used in data mining. R ranks 12th in the TIOBE index, a measure of programming language popularity, in which the language peaked in 8th place in August 2020. The official R software environment is an open-source free software environment within the GNU package, available under the GNU General Public License. It is written primarily in C, Fortran, and R itself (partially self-hosting). Precompiled executables are provided for various operating systems. R ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Errors And Residuals In Statistics
In statistics and optimization, errors and residuals are two closely related and easily confused measures of the deviation of an observed value of an element of a statistical sample from its "true value" (not necessarily observable). The error of an observation is the deviation of the observed value from the true value of a quantity of interest (for example, a population mean). The residual is the difference between the observed value and the ''estimated'' value of the quantity of interest (for example, a sample mean). The distinction is most important in regression analysis, where the concepts are sometimes called the regression errors and regression residuals and where they lead to the concept of studentized residuals. In econometrics, "errors" are also called disturbances. Introduction Suppose there is a series of observations from a univariate distribution and we want to estimate the mean of that distribution (the so-called location model). In this case, the errors are th ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Autoregressive Integrated Moving Average
In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. Both of these models are fitted to time series data either to better understand the data or to predict future points in the series (forecasting). ARIMA models are applied in some cases where data show evidence of non-stationarity in the sense of mean (but not variance/autocovariance), where an initial differencing step (corresponding to the "integrated" part of the model) can be applied one or more times to eliminate the non-stationarity of the mean function (i.e., the trend). When the seasonality shows in a time series, the seasonal-differencing could be applied to eliminate the seasonal component. Since the ARMA model, according to the Wold's decomposition theorem, is theoretically sufficient to describe a regular (a.k.a. purely nondeterministic) wide-sense stationary time seri ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]