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The top documents tagged [ljungbox statistic]
Autocorrelation Functions and ARIMA Modelling. Introduction Define what stationarity is and why it is so important to Econometrics Describe the Autocorrelation
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How should these data be modelled?. Identification step: Look at the SAC and SPAC Looks like an AR(1)- process. (Spikes are clearly decreasing in SAC
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DISSERTATION PAPER Modeling and Forecasting the Volatility of the EUR/ROL Exchange Rate Using GARCH Models. Student :Becar Iuliana Student :Becar Iuliana
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Student : Becar Iuliana Supervisor: Professor Moisa Altar
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AR- MA- and ARMA-
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