Autocorrelation Essays

  • The Ljung Box Test

    1720 Words  | 4 Pages

    The Ljung-Box test is a test for serial correlation that tests if the autocorrelation coefficients for a given number of lags are jointly not significantly different from zero. The statistic for this test is where T is the sample size, m is the number of lags and is the estimated autocorrelation coefficient. The null hypothesis for this test is that the coefficients are all jointly zero and has a distribution. The alternative hypothesis is that at least one of the coefficients is not equal to

  • Spatial Autocorrelation Essay

    1169 Words  | 3 Pages

    The first law of geography states that “Everything is related to everything else but near things are more related than distant things” (Tobler, 1970 p236). In statistics, we call this phenomenon as spatial autocorrelation. In general sense, we can define the spatial autocorrelation as the extent to which objects or activities in the geographical proximity are related to other objects or activities on the surface of earth. In spatial analysis, we are dealing with information that is quite distinct

  • Multiple Regression Analysis

    3158 Words  | 7 Pages

    . CHAPTER 4: RESULTS AND DICUSSIONS 4.0 Introduction This chapter discusses the results of analysis on the topic of factors that affecting demand for Proton cars in Malaysia. Eviews with version 7 is used to run the data in order to do the analyses of particular test. The analysis embraces of the multiple regression analysis, bivariate correlation, standard error of coefficient (t-test), analysis of variance (F-test), p-value analysis, coefficient of determination, serial correlation ramsey RESET

  • Crystallization Essay

    794 Words  | 2 Pages

    Crystallization is one of the oldest unit operations widely used in industries for the separation and purification of solid products. It is a popular operation in majority of industries, including pharmaceutical, food, microelectronics and bulk and fine chemicals. The production process of the majority of all solid products includes at least one crystallization step during the synthesis or purification of intermediates or the final product. Since crystallization is often the first step when the pure

  • Regression Analysis Of Carl Friedrich Gauss

    993 Words  | 2 Pages

    there is little or no multicollinearity in the data. Multicollinearity occurs when the independent variables are too highly correlated with each other. 4. Fourth, linear regression analysis requires that there is little or no autocorrelation in the data. Autocorrelation occurs when the residuals are not independent from each other. For instance, this typically occurs in stock prices, where the price is not independent from the previous price.

  • Predicting Stock Market Return

    2102 Words  | 5 Pages

    Stocks are classified as the part of company’s ownership. Once individuals purchase stocks they are buying the venture in the company’s assets of earning. Many large companies needs fund to expand, therefore they sell their ownership in forms of stock. The more stocks bought by individuals the more ownership owned in the company. One of the main advantages in this investment is the limited liability, if goes bankrupt you are not liable for any loss. Moreover, stocks associate with risks and rewards

  • Gamblers Fallacy Essay

    1477 Words  | 3 Pages

    The gambler’s fallacy is defined as an (incorrect) belief in negative autocorrelation of a non-autocorrelated random sequence.1 For example, individuals who believe in the gambler’s fallacy believe that after three red numbers appearing on the roulette wheel, a black number is “due,” that is, is more likely to appear than a red number ( SUNDALI & CROSON, 2006). The law of probability, follows a random walk for which past event or pattern have no influence to predict the outcome yet under the concept

  • Natural Resource Abundance

    2361 Words  | 5 Pages

    Introduction Natural resource abundance in endowed countries previously has been considered as positive factor for economic growth. Facing with several economic, politics and social Review of Literature Natural Resources in recent decades have had considerable effect on economic literature in connection to economic performance (especially growth), regime type, inequality, poverty, and civil war. In affecting natural resource on economic development Andrew Rosser (2006) pointed out that prior to

  • Importance Of Fourier Transform

    1565 Words  | 4 Pages

    (2-2) Fourier transform in two Dimensions The Fourier transform is a fundamental importance to image processing . It is a representation of an image as a sum of complex exponentials of varying magnitudes, frequencies, and phases . It plays a critical role in a broad range of image processing applications , including enhancement , analysis , restoration , and compression. Optics generally involves two-dimensional signals ; for example , the field across an aperture or the flux-density

  • Correlation Analysis Using Ordinary Least Square Test

    1382 Words  | 3 Pages

    CHAPTER 4 DATA ANALYSIS Coefficient Correlation Analysis The first analysis is by using Ordinary Least Square (OLS) test to measure the relationship of entire variables. The test is to find the function which most closely approximates the data. Thus, in general terms, it is an approach to fitting a model to the observed data. The details information regarding the variables is shown in table 4.1 and table 4.2 shows the least square test that measures all the variables. Variables Description LGP

  • Multiple Regression Analysis: An Introduction To Multiple Regression Analysis

    3612 Words  | 8 Pages

    4.1.1 Introduction Multiple Regression Analysis explains the basics concepts, assumptions, principles, of techniques of multiple regression analysis, which should be applied in figuring out data through analysing a few variables. There are numerous outcomes and possibilities, which can be predicted using this statistical tool and applying it where it is required. This is a peculiar manner of analysing data for predicting outcomes for the future by following a detailed protocol in order to reach

  • Money Supply and Inflation

    1726 Words  | 4 Pages

    Money Supply plays an important role in macroeconomic analysis, especially in selecting an appropriate monetary and fiscal policy. Considerably, I am yet to come across theoretical work that has been done on this topic (analysis money supply and its impact on other variable i.e. inflation, interest rate, real GDP and nominal GDP). However some other topics similar to this one have been done by AL-SHARKAS, Adel, where he uses the same technique and models on the topic ‘out put response to shocks to

  • Essay On MSPCA

    2396 Words  | 5 Pages

    Principal Component Analysis Multiscale PCA (MSPCA) combines the capability of PCA to extract the cross-correlation between the variables and wavelets to divide deterministic features from stochastic processes and approximately de-correlate the autocorrelation among the measurements. Figure 2.3 illustrates the MSPCA procedures. Figure 2.3. shows the MSPCA procedures. For combining the profit of PCA and wavelets, the capacity for each variable are decomposed to its wavelet coefficients by the same

  • Bitcoin Price and Volatility

    1560 Words  | 4 Pages

    I. Introduction The bitcoin currency was created in the midst of the financial crisis of 2008-2009, as an experiment and political statement against the global government and central banks’ ability to manage monetary policy. Bitcoin is a digital currency based on an open-source, peer-to-peer internet communications protocol. The goal of the system was to create a private global traded currency without the need for third parties to guarantee transactions. The backbone of the bitcoin system is

  • Comparison of multiple research designs

    529 Words  | 2 Pages

    To compare the effectiveness of multiple conditions to improve the target behavior. A typical alternating treatment design has conditions. +/- Internal validity External validity Social validity Multiple baseline design takes three basic forms to change target behaviors. The multiple baseline across behaviors design, consisting of two or more different behaviors of the same subject The multiple baseline across settings design, consisting of the same behavior of the same subject in two

  • The Efficient Market Hypothesis

    774 Words  | 2 Pages

    The efficient market hypothesis has been one of the main topics of academic finance research. The efficient market hypotheses also know as the joint hypothesis problem, asserts that financial markets lack solid hard information in making decisions. Efficient market hypothesis claims it is impossible to beat the market because stock market efficiency causes existing share prices to always incorporate and reflect all relevant information . According to efficient market hypothesis stocks always trade

  • Employee Satisfaction And Customer Satisfaction

    3392 Words  | 7 Pages

    Due to increased competition many service industries are trying to improve the manpower of their organization and efforts are done to increase employee satisfaction so that the quality of service will be maintained and it will lead to customer satisfaction. Various studies of human resource management and marketing management focus on the relevance of employee satisfaction on customer satisfaction and explained the connection between the employee satisfaction, employee loyalty, customer satisfaction

  • Hippocampus Essay

    939 Words  | 2 Pages

    What is the role of the hippocampus and associated areas such as the entorhinal cortex and medial septum in spatial navigation: Do theta oscillations have a significant effect on spatial navigation and could this shed light on the underlying neural mechanisms ? The hippocampus has been associated with memory formation and consolidation, through lesions studies of bilateral medial temporal lobectomy patients, such as the famously amnesic H.M. In 1971 with the discovery of place cells by O’Keefe and

  • Crime And Crime

    1197 Words  | 3 Pages

    Introduction Criminal activity continues to be a major concern in the present-day world, where most countries are faced with high levels of crime (Ackerman & Murray, 2004). There is now a consensus among various researchers (see for example; Ackerman & Murray, 2004; Eck et al., 2005 & Levine, 2006) that crime is unevenly distributed across various areas. In other words, crimes tend to cluster in some areas and disperse in others (Eck et al., 2005 p. 1). Individuals understand this kind of knowledge

  • Indian Stock Market Case Study

    5872 Words  | 12 Pages

    INTRODUCTION Indian economy is full of investment opportunities that need to be explored to earn profits. To grab the opportunities, one of the platforms is provided by stock market. Stock market is the collection of buyers and sellers of stocks (shares) and other innovative instruments like options, derivatives, swaps, etc. It not only provides required funds for boosting the business but also provide a common trading place through the mechanism of stock exchanges. Over the time period, Indian Stock