Example: stock market
STAT 720 TIME SERIES ANALYSIS
Typically, a time series model can be described as X t= m t+ s t+ Y t; (1.1) where m t: trend component; s t: seasonal component; Y t: Zero-mean error: The following are some zero-mean models: Example 1.4. (iid noise) The simplest time series model is the one with no trend or seasonal component, and the observations X
Download STAT 720 TIME SERIES ANALYSIS
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: