An in-depth analysis of the autoregressive process in time series modeling.
A comprehensive analysis of the ARIMA (p, d, q) model in time series forecasting and its applications in economics.
Definition and meaning of panel data in economic research and analysis
A comprehensive explanation of the Almon distributed lag model in econometrics.
A comprehensive dictionary entry for the economic term 'autocorrelation,' examining its definition, historical context, and relevance across various economic frameworks.
A metric evaluating the correlation between a variable and its lagged values in time series analysis.
A comprehensive dictionary entry on the Autoregressive Moving Average (ARMA (p, q)) model utilized in time series analysis within economics.
An overview and analysis of the Box–Cox transformation, its definition, application, and relevance in economics.
A method for identification, estimation, and diagnostic checking of autoregressive integrated moving average (ARIMA) models in time series analysis.
Understanding the concept of contemporaneous correlation and its significance in economics.
The increments between two consecutive periods in a time series.
An approach in time series econometrics used to analyze the properties and characteristics of a stochastic process using its spectral density.
A class of data-smoothing techniques used in the analysis of economic and financial time series
A stochastic process whose statistical properties change over time.
A component of time series describing the periodic changes in a variable within a year due to various factors.
Comprehensive entry on Serial Correlation, its meanings, context, and analytical frameworks in economics.
A detailed examination of spurious correlation in statistics and economics.
Definition and meaning of a structural break in economics, with a focus on its occurrence in time-series models.
A method for analyzing time-series data by separating long-term trends from short-term fluctuations and seasonal components
A comprehensive overview of the unit root process in time series analysis within economics.
An overview of the Vector Autoregressive (VAR) model, its definitions, contexts, and applications within economics.
A generalization of the univariate model of an autoregressive process to a system of equations describing multivariate time series.
A property of a time series indicating that its mean, variance, and autocovariance structure do not change over time.
An entry for understanding Autoregressive Conditional Heteroscedasticity (ARCH) models used in time series analysis in economics.
