Time series Analysis, Spss & Statistica.

[insomniaK]

Λοιπόν, θέλω να ρωτήσω αν κάποιος έχει ασχοληθεί με ανάλυση χρονοσειρών (ή όπως λένε οι οικονομολόγοι χρονολογικών σειρών), χρησιμοποιώντας Statistica ή Spss.

 

Αναμένω απαντήσεις!!!

[insomniaK]

+

[insomniaK]

kaneis?

[insomniaK]

Mallon kaneis...

Teleutaio up!!!

[Dude]

Edw to kalo SPSS kai o oikonomologos.Rixto to parasunthima.

[insomniaK]

Sthn identification tou AR(I)MA, kaneis autocorrelation kai part autocorrelation grafhmata tou residual; Afou to kaneis auto, pws briskeis tous suntelestes, p,q xwris na xreiastei na kaneis dokimes gia na deis pou exeis kaluterh anaparastash ths pragmatikothtas?

[Dude]

Apo to grafima tou ACF kai tou PACF.Analoga me to se poio kanei peek kai se poio tail off exoume AR h MA h sunduasmo tous(diladi AR(I)MA).P.x. an sto ACF exei 1 peek kai kanei tail off sto PACF tote einai (an thimamai kala) AR(1).To anapodo MA(1).Sunduasmos tous ARMA(1,1).Den thimamai an to SPSS vgazei duo orizonties grammes 1 se athe aksona oi opoies kovoun ta kolonakia.Autes pou ksepernane ta kolonakia einai oi sumantikes kai apoteloun ta q kai p sou.Elpizw na voithisa.An oxi kai den viazesai apo vdomada tha eimai spiti.Exw tis simeiwseis se powerpoint.Na sou tis steilw na vgaleis akri kalutera.Alliws tha prospathisw na lusw tis apories sou apo dw.Apo periergeia se poia sxoli eisai?

[insomniaK]

ThanX

 

Episthmwn ths 8alassas sto Pan Aigaiou kai to efarmozw sto shmantiko uyos kumatos

 

Pote gurizeis? Ki egw auto exw kanei, alla den exei 3anaefarmos8ei ston tomea auto kai exw polles amfibolies,oi shmeiwseis einai analutikes? A3izei na perimenw?

[Dude]

H methodologia einai mia kai efarmozetai edw kai xronia.Amfivolies min exeis.Min perimeneis trela apoelesmata vevaia.Time series analysis den einai kai oti pio hot uparxei stin oikonometria.Anyway oi simeiwseis einai analutikes an den viazesai.Tha koitaksw na tis vrw kai na stis steilw me mail.Efoson vevaia tis vrw.......