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Time Series
(redirected from Univariate time series)

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Time Series
A comparison of a variable to itself over time. One of the most common time series, especially in technical analysis, is a comparison of prices over time. For example, one may compile a time series of a security over the course of a week or a month or a year, and then use it in the determination of future price movements.
time series
A set of variables with values related to the respective times the variables are measured. Thus, a weekly record of a stock's price throughout a period of years is a time series. Time series are often used to project future values by observing how the value of a variable has changed in the past.
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Following the introduction, chapters cover the classical linear regression model, classical linear regression model assumptions and diagnostic tests, univariate time series modeling and forecasting, multivariate models, modeling long-run relationships in finance, modeling volatility and correlation, switching models, panel data, limited dependent variable models, simulation methods, conducting empirical research, and recent and future developments in the modeling of financial time series.
Introductory econometrics for finance, 2d ed by Reference & Research Book News
[FIGURE 2 OMITTED] Because our data contained significant autocorrelation and showed a time series character, we created univariate time series models (Wei, 1990) for both [MSW1.
Early marine growth in relation to marine-stage survival rates for ... by Farley, Edward V., Jr.; Murphy, James M.; Adkison, Milo D.; Eisner, Lisa B.; Helle, John H.; Moss, J / Fishery Bulletin
The model class is a univariate time series investigation where simple transformation of squared returns serves as the driving force behind volatility.
Efficiently estimated mean and volatility characteristics for the ... by Solibakke, P.B. / International Journal of Business
 
 
 
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