Sentence examples for time series variables from inspiring English sources

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.

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.

Let { x t } t =1 T denote the time-series variables for x and { y t } t =1 T the same for y.

The state variable time series (response variables, Y) were log-transformed, and all variables were mean-centred prior to the regression analysis.