|
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] [Amazon] |
Greta M
Greta may refer to: Arts and entertainment Film * ''Greta'' (2018 film), a thriller film directed by Neil Jordan * ''Greta'' (2020 film), a documentary film about activist Greta Thunberg Music * Greta (band), hard rock band * Greta (song), a 2022 song by Gloria Groove Natural history * ''Greta'' (genus), butterfly genus in the family Nymphalidae ** ''Greta morgane'' (thick-tipped greta) ** ''Greta oto'' (glasswing) People *Greta (given name), including a list of people and characters with the name Places * 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 Other uses * Group of Experts on Action against Trafficking in Human Beings, abbreviated GRETA * Hurricane Greta, name of several Atlantic storms * River Greta (other), one of three UK rivers See also * Georgia Regional Transportation Authority, abbreviated GRTA and pronounced "Gret ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Chi-squared Distribution
In probability theory and statistics, the \chi^2-distribution with k Degrees of freedom (statistics), degrees of freedom is the distribution of a sum of the squares of k Independence (probability theory), independent standard normal random variables. The chi-squared distribution \chi^2_k is a special case of the gamma distribution and the univariate Wishart distribution. Specifically if X \sim \chi^2_k then X \sim \text(\alpha=\frac, \theta=2) (where \alpha is the shape parameter and \theta the scale parameter of the gamma distribution) and X \sim \text_1(1,k) . The scaled chi-squared distribution s^2 \chi^2_k is a reparametrization of the gamma distribution and the univariate Wishart distribution. Specifically if X \sim s^2 \chi^2_k then X \sim \text(\alpha=\frac, \theta=2 s^2) and X \sim \text_1(s^2,k) . The chi-squared distribution is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing and in constru ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Time Series Statistical Tests
Time is the continuous progression of existence that occurs in an apparently irreversible succession from the past, through the present, and 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 quantify rates of change of quantities in material reality or in the conscious experience. Time is often referred to as a fourth dimension, along with three spatial dimensions. Time is one of the seven fundamental physical quantities in both the International System of Units (SI) and International System of Quantities. The SI base unit of time is the second, which is defined by measuring the electronic transition frequency of caesium atoms. General relativity is the primary framework for understanding how spacetime works. Through advances in both theoretical and experimental investigations of spacetime, it has been shown that time can be distorted and dilated, particularl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Biometrika
''Biometrika'' is a peer-reviewed scientific journal published by Oxford University Press for the Biometrika 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 Ameri ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Journal Of The American Statistical Association
The ''Journal of the American Statistical Association'' is a quarterly peer-reviewed scientific journal published by Taylor & Francis on behalf of the American Statistical Association. It covers work 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 books which are relevant to the field. The journal was established in 1888 as the ''Publications of the American Statistical Association''. It was renamed ''Quarterly Publications of the American Statistical Association'' in 1912, obtaining its current title in 1922. Reception According to the ''Journal Citation Reports ''Journal Citation Reports'' (''JCR'') is an annual publication by Clarivate. It has been integrated with the Web of Science and is accessed from the Web of Science Core Collection. It provides information about academic journals in the natur ...'', the journal has a 2023 impac ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Wald–Wolfowitz Runs Test
The Wald–Wolfowitz runs test (or simply runs test), named after statisticians Abraham Wald and Jacob Wolfowitz is a non-parametric statistical test that checks a randomness hypothesis for a two-valued data sequence. More precisely, it can be used to test the hypothesis that the elements of the sequence are mutually independent. Definition A ''run'' of a sequence is a maximal non-empty segment of the sequence consisting of adjacent equal elements. For example, the 21-element-long sequence : + + + + − − − + + + − + + + + + + − − − − consists of 6 runs, with lengths 4, 3, 3, 1, 6, and 4. The run test is based on the null hypothesis that each element in the sequence is independently drawn from the same distribution. Under the null hypothesis, the number of runs in a sequence of ''N'' elements''N'' is the number of elements, not the number of runs. is a random variable whose conditional distribution given the observation of ''N''+ positive values''N''+ is the nu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
SPSS
SPSS Statistics is a statistical software suite developed by IBM for data management, advanced analytics, multivariate analysis, business intelligence, and criminal investigation. Long produced by SPSS Inc., it was acquired by IBM in 2009. Versions of the software released since 2015 have the brand name IBM SPSS Statistics. The software name originally stood for Statistical Package for the Social Sciences (SPSS), reflecting the original market, then later changed to Statistical Product and Service Solutions. Overview SPSS is a widely used program for statistics, statistical analysis in social science. It is also used by market researchers, health researchers, survey companies, government, education researchers, industries, marketing organizations, data miners, and others. The original SPSS manual (Nie, Bent & Hull, 1970) has been described as one of "sociology's most influential books" for allowing ordinary researchers to do their own statistical analysis. In addition to statist ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Julia (programming Language)
Julia is a high-level programming language, high-level, general-purpose programming language, general-purpose dynamic programming language, dynamic programming language, designed to be fast and productive, for e.g. data science, artificial intelligence, machine learning, modeling and simulation, most commonly used for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism and the use of multiple dispatch as a core programming paradigm, a default just-in-time compilation, just-in-time (JIT) compiler (with support for ahead-of-time compilation) and an tracing garbage collection, efficient (multi-threaded) garbage collection implementation. Notably Julia does not support classes with encapsulated methods and instead it relies on structs with generic methods/functions not tied to them. By default, Julia is run similarly to scripting languages, using its runtime, and allows for read–eval–print loop, i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Python (programming Language)
Python is a high-level programming language, high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is type system#DYNAMIC, dynamically type-checked and garbage collection (computer science), garbage-collected. It supports multiple programming paradigms, including structured programming, structured (particularly procedural programming, 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), ABC programming language, and he first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000. Python 3.0, released in 2008, was a major revision not completely backward-compatible with earlier versions. Python 2.7.18, released in 2020, was the last release of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
R (programming Language)
R is a programming language for statistical computing and Data and information visualization, data visualization. It has been widely adopted in the fields of data mining, bioinformatics, data analysis, and data science. The core R language is extended by a large number of R package, software packages, which contain Reusability, reusable code, documentation, and sample data. Some of the most popular R packages are in the tidyverse collection, which enhances functionality for visualizing, transforming, and modelling data, as well as improves the ease of programming (according to the authors and users). R is free and open-source software distributed under the GNU General Public License. The language is implemented primarily in C (programming language), C, Fortran, and Self-hosting (compilers), R itself. Preprocessor, Precompiled executables are available for the major operating systems (including Linux, MacOS, and Microsoft Windows). Its core is an interpreted language with a na ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
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 a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
