Statistics MCQs, Analysis, Software
Time Series Analysis and Forecasting
In this test, the MCQs Time Series Analysis and Forecasting will help to prepare for exams related to statistics lecturer job, and statistical officer job tests. This Time Series Analysis Quiz will help the learner enhance their knowledge in the field of Time Series. Let us start with the Time …
The random walk model is widely used in the area of finance. The stock prices or exchange rates (Asset prices) follow a random walk. A common and serious departure from random behavior is called a random walk (non-stationary) since today’s stock price is equal to yesterday’s stock price plus a …
Stationary Stochastic Process A stationary stochastic process is said to be stationary if its mean and variance are constant over time and the value of the covariance between the two time periods depends only on a distance or gap or lag between the two time periods and not the actual …
A correlogram is a graph used to interpret a set of autocorrelation coefficients in which $r_k$ is plotted against the $log k$. A correlogram is often very helpful for visual inspection. Some general advice to interpret the correlogram are: There are two main types of correlograms depending on the type …