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Several new SIPP time series variables were added to version 6.0 of the SSB, including monthly indicators of receipt and amounts of AFDC or TANF benefits, workers' compensation benefits, veterans' compensation or pension benefits, and food stamp or SNAP benefits.
This paper investigates the small sample properties of a unit root test under the framework of multiple level shifts when time series variables are I(1) or I 0) processes with Markov level shifts.
Similarly, we test for unit root of all of the time series variables after first differencing.
The original time series variables must be guaranteed to be in the same order sequence.
Economic Latin-American time series variables can be complex with high frequency data.
The first-order difference time series variables obtained by the error correction method are almost orthogonal, which can eliminate the multiple collinearity between the time series variables and improve the explanatory strength of model equations.
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Distance protection of transmission lines compensated by Thyristor-Controlled Series Capacitor (TCSC) suffers malfunction due to series variable voltages injected by TCSC.
A novel feature of temporal constrained objects is the series variable, the sequence of whose values is determined by constraints that include metric temporal operators.
Bivariate Granger analyses were performed using F-statistics to test whether lagged data from a time series (variable) y improved the prediction of a later value in a time series (variable) x to a degree that was statistically significant over that provided by lagged x alone.
There are two main goals of time-series analysis (a) identifying the nature of the phenomenon represented by the sequence of observations, and (b) forecasting (predicting future values of the time series variable).
We are interested in cases in which there are many time-series variables present and we wish to determine the causal relationships between them.
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