Sentence examples for time series variable from inspiring English sources

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).

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.

Economic Latin-American time series variables can be complex with high frequency data.

The original time series variables must be guaranteed to be in the same order sequence.

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.

VEC is actually a vector autoregressive model with co-integration constraints on the basis of time series variables and only applicable to modeling of non-stationary time series variables with long-term co-integration relations.

Before conducting our estimation, however, we need to check for the stationarity of our time series variables.

The time series variables retained for this study covers the period 1980-2014 34 years).The variables (dependent and independent) are extracted from the World Development Indicators (WDI, 2016) of the World Bank.