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{{Short description|Time series statistical test}} ...(or '''DF-GLS test''') is a test for a [[unit root]] in an economic [[time series]] sample. It was developed by Elliott, Rothenberg and Stock (ERS) in 1992 a ...

{{Short description|Statistical test}} ...ed in [[time series]] analysis to test the [[null hypothesis]] that a time series is [[order of integration|integrated of order]] 1. It builds on the [[Dick ...

...ion theory|estimate]] of a [[variance]] (or a [[standard deviation]]) is [[statistical significance|significantly]] larger than a group of variances (or standard ...Levene's test|Levene's]] test and the [[Brown–Forsythe test]] to check a [[statistical data]] set for [[homogeneity of variance]]s. An even simpler way to check ...

.../ref><ref>{{cite book |last1=Kanji |first1=Gopal K. |title=100 Statistical Tests |date=18 July 2006 |publisher=SAGE |isbn=978-1-4462-2250-8 |url=https://boo * '''Scaling of data''': One of the properties of the tests is the scale of the data, which can be [[Interval scale|interval-based]], [ ...

...onarity but also when relevant variables or lag values are missing in time series data. ...clusions. The issue lies in the lack of a good size and power of unit root tests for small sample size<ref>https://mpra.ub.uni-muenchen.de/13489/</ref>. ...

{{Short description|Statistical hypothesis test for the presence of serial correlation}} ...f present, would mean that incorrect conclusions would be drawn from other tests or that sub-optimal estimates of model parameters would be obtained. ...

{{Short description|Statistical test}} ...The Advanced Theory of Statistics, Volume 3: Design and Analysis, and Time-Series | edition = 2nd | location = London | publisher = Griffin | isbn = 0-85264 ...

...univariate and multivariate stable distributions. Journal of the American Statistical Association. 67:842–846</ref> for [[parameter estimation]] and in Heathcote ...ef> and Prakasa Rao (1987)<ref>Prakasa Rao BLS (1987) Asymptotic Theory of Statistical Inference. Wiley, New York.</ref> (chapter 8) are also good sources of info ...

...eedom (statistics)|degrees of freedom]], so the statistic can be used to [[statistical hypothesis testing|test]] the hypothesis that the data are from a [[normal .../juliastats.org/HypothesisTests.jl/latest/time_series/ |title= Time series tests |website=juliastats.org |access-date=2020-02-04}}</ref> ...

...cite journal | last = Wald | first = Abraham | title = Sequential tests of statistical hypotheses | journal = Ann. Math. Stat. | issue = 2 | pages = 117–186 | dat Wald's martingale can be seen as discrete-time equivalent of the [[Doléans-Dade exponential]]. ...

...ual value at time ''t'' and ''F''_''t'' is the forecast value at time ''t''. Variable ''N'' represents number of forecasting points. The function ...How costly is it to ignore breaks when forecasting the direction of a time series?. International Journal of Forecasting, 20(3), 411-425 [https://www.reposit ...

{{Short description|Statistical proof by contradiction technique}} ...aldrikian |author5=J. Doyne Farmer |title=Testing for nonlinearity in time series: the method of surrogate data ...

{{short description|Time series statistical test}} ...ointegration]] of several, say ''k'', [[Order of integration|I(1)]] [[time series]].<ref>For the presence of I(2) variables see Ch. 9 of {{Cite book|url=http ...

...ave the model builders determine validity of the model through a series of tests.<ref name ="Sargent" /> ...tes of 20 per hour and 40 per hour then model outputs such as average wait time or maximum number of customers waiting would be expected to increase with t ...

...ears later: A personal perspective on the use and abuse of Diebold–Mariano tests|url=http://www.nber.org/papers/w18391.pdf|journal=Journal of Business and E == Non seasonal time series == ...

{{Short description|Statistical test for causality}} '''Convergent cross mapping''' ('''CCM''') is a [[statistical test]] for a [[Causality|cause-and-effect relationship]] between two [[Vari ...

{{Short description|Statistical data type}} ...46|title=On the Theory of Scales of Measurement|journal=Science|series=New Series|volume=103|issue=2684|pages=677–680|doi=10.1126/science.103.2684.677|pmid=1 ...

...na representable as [[random]]ly positioned [[Point (geometry)|points]] in time, [[space]] or both.<ref name="stoyan1995stochastic"/><ref name="daleyPPI200 ...l"/><ref name="moller2003statistical">J. Moller and R. P. Waagepetersen. ''Statistical inference and simulation for spatial point processes''. CRC Press, 2003.</r ...

...is unknown. It is also used along with [[p-value]] when running hypothesis tests where the p-value tells us what the odds are of the results to have happene Let <math>\hat\beta</math> be an [[estimator]] of parameter ''β'' in some [[statistical model]]. Then a ''t''-statistic for this parameter is any quantity of the f ...

...na representable as [[random]]ly positioned [[Point (geometry)|points]] in time, space or both.<ref name="stoyan1995stochastic">D. Stoyan, W. S. Kendall, J ...l"/><ref name="moller2003statistical">J. Moller and R. P. Waagepetersen. ''Statistical inference and simulation for spatial point processes''. CRC Press, 2003. [h ...