Time Series Data
A series of data for consecutive periods, such as weights, returns, market values, and exchange rates for portfolios, indexes, and currencies.
time series
univariate time series
Measure time t in appropriate units-days, months, years. A time series is a series of observations made over some period of time [-α, 0].
Stationary time series
Definition: [crh] A longitudinal measure in which the process generating returns is identical over time.
Time series
Several measurements of a variable taken at regular intervals, such as daily, monthly, quarterly, and so on. They are often used by economists in search of trends that they hope will let them predict future movements in the variable.
Time series models
Systems that examine series of historical data; sometimes used as a means of technical forecasting, by examining moving averages.
Time to maturity ...
Time series analysis - A method which allows a business to predict future levels from past figures.
Time sharing - In real estate, division of ownership or use of a resort unit or apartÂment on the basis of time periods.
time series analysis of financial statements covering more than one accounting period; also called trend analysis It looks at the percentage change in an account over time. The percentage change equals the change over the prior year.
Time series analysis
Decomposition (Trend Â- Stationary process) Â- ARMA model Â- ARIMA model Â- Vector autoregression Â- Spectral density estimation
Survival analysis ...
Time series analysis
Decomposition Â- Trend estimation Â- Box-Jenkins Â- ARMA models Â- Spectral density estimation
Survival analysis ...
A time series regression to estimate the betas of securities portfolios.
Forward looking multiple
A truncated expression for a P/E ratio that is based on forward (expected)
earnings rather than on trailing earnings.
A time series regression to estimate the betas of securities portfolios.
Fiscal agency agreement
An alternative to a bond trust deed. Unlike the trustee, the fiscal agent acts as an agent of the borrower.
A time series regression to estimate the betas of securities portfolios.
First preferred stock
A type of preferred stock that has priority over other preferred issues and common stock when claiming dividends and assets.
TSP
Time Series Econometrics (software)
Our Favorite Sites
Idaho Division of Financial Management
Indiana State University
Johns Hopkins
Joint Economic Committee of Congress
Kansas State University
Visit ECON*world ...
Contexts: time series; econometrics; statistics
AR(1): A first-order autoregressive process. See AR for details.
Contexts: statistics ...
Stationary time series
A longitudinal measure in which the process generating returns is identical over time.
Many economic time series are nonstationary. For example, over long periods, federal revenues and spending appear to be nonstationary, but they also appear to be cointegrated, in the sense that when they are far out of line, ...
The problem with time series data is that it introduces many spurious correlations. If two data series both show a consistent trend over time they may appear correlated when they are not.
Financial markets time series data
PRICEBASE supplies over 500 daily, weekly and monthly financial markets time series data in the following categories: ...
In a times series, it could be the change in the amplitude of the time series as you increase the increment of time. Scalp To trade for small gains.
Noah Effect The tendency of persistent time series (0.50
Markovian Dependence The condition where observations in a time series are dependent on previous observations in the near term. Markovian dependence dies quickly, while long-memory effects like Hurst dependence, decay over very long time periods.
First-pass regression A time series regression to estimate the betas of securities portfolios. Fiscal agency agreement An alternative to a bond trust deed. Unlike the trustee, the fiscal agent acts as an agent of the borrower.
Looking at the time series data of the oil shock in the seventiesand the nineties, the different nature of such shocks prevents researchersfrom recognizing common factors and thus leaving the future oil price behavior unpredictable.
Data are updated monthly and are presented in one of three standard formats: text, time series, or matrix.
On-Balance-Volume - Is an analytical technique which creates a time series to determine whether a stock or futures contract is subject to Accumulation or Distribution. The basic rule is straightforward.
A five year monthly basis time series data from 2003-2007 of T-bills and KSE-100 index were taken for research study. For the analysis of data, simple regression model approach was applied.
Generally, autocorrelation in the context of time series analysis and forecasting refers to the correlation between the values of a time series at a given lag l (i.e. t-l for l = 1, 2, ...).
Definition: We want to increase our understanding of a time series by picking out its main features. One of these main features is the seasonal component. Descriptive techniques may be extended to forecast (predict) future values.
A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the previous two values, it is an AR(2) process.
volatility : variability or fluctuation in a time series or sequence of data. Price volatility is the ups and downs of market price over time. Volatility is often measured by the standard deviation statistic.
Statistical time series analysis is used to categorize a macroeconomic variable as a lagging indicator. For instance, the number of new unemployment claims is recognized as a lagging indicator.
In R/S Analysis, ananti-persistent time series reverses itself more often than a random series would. If thesystem had been up in the previous period, it is more likely that it will be down in thenext period and vice versa.
Joseph Effect - The idea that movements in a time series tend to be part of larger trends and cycles more often than they are completely random.
A characteristic of a time series in which the data experiences regular and predictable changes which recur every calendar year.
FREQUENCY DOMAIN - Variation in a time series is accounted for by cyclical components at different freq...
fA fB fC fD fE fF fG fH fI fJ fK fL fM fN fO fP fQ fR fS fT fU fV fW fX fY fZ
previous 10 ...
moving weighted average - Moving weighted average is a statistical method to forecast the future based on past results. It is a subset of time series analysis.
Robert Engle and Clive Granger were awarded the Nobel Prize for Economic Sciences in 2003 for work on analysing economic time series.
They are used commonly in modeling financial time series that exhibit time-varying volatility clustering - i.e. periods of swings followed by periods of relative calm. The generalised ARCH (GARCH) model is the most widely used.
Bootstrapping is an iterative calculation technique, often used in the construction of specialized time series.
Forecasting is an operational research technique used as a basis for management planning and decision making. Common types of forecasting include trend analysis, regression analysis, Delphi technique, time series analysis, ...
Time Series
A series of values over consecutive time periods used to describe price, yield or return histories....(Read more)
Time To Expiry
The time remaining before a warrant is due to expire.
Fourier analysis A mathematical analysis that attempts to find cycles within a time series of... fourth market The direct trading of large blocks of securities between institutional investors...
 See also: Values, Banks, Expense, Stock symbol, Saving
  
|
RSS
