Likelihood ratio statistics for autoregressive time series with a unit root
The likelihood ratio test is a test used to compare the fit of two models, one of which is a special case of the other. The test is based on the likelihood ratio, which expresses how many times more likely the data are under one model than the other.
Подобные документы
Transformation of model equations and analysis. The mathematical model that explores the dynamics of the impact of the use of condom and therapeutic treatment simultaneously. Nonlinear differential equation system consisting in groups of the population.
статья, добавлен 20.05.2017This study is intended the major issues of applying econometric and machine learning techniques to a daily demand prediction problem. The purpose of the paper is going to be achieved via the models’ predictive power comparison on bakery retail chain data.
дипломная работа, добавлен 14.07.2020Анализ моделирования бизнес-процессов и их роль в деятельности предприятия, в организации работы на рабочем месте. ARIS Express, Bizagi Process Modeler, ELMA BPM, ALLFusion Process Modeler и Erwin, Business Studio как наиболее популярные CASE-средства.
статья, добавлен 19.12.2017Transition from linear to non-linear knowledge. Strengthening structural dysfunctions of complex social and man-made natural systems. Forms of "collateral damage". Reliable knowledge of complex risks and vulnerabilities based on better futures models.
статья, добавлен 04.03.2021The mathematical model of free market of three goods in the conditions of supply lag in the interval of discrete time with market parameters, demand vector and initial conditions is considered. The dynamics of allowable profit of the seller is obtained.
статья, добавлен 07.08.2022Model of a closed economy growing under conditions of conflict of interests of two powerful aggregate actors: entrepreneurs and wage-earners. Four alternative control strategies of entrepreneurs. The degree of sub-optimality of system dynamic solutions.
статья, добавлен 20.05.2017Discusses the possibility of modelling individual factors determining inflation, using intelligent technology based on decision tree and matrix convolution. Constructed of the simplified model of the "manufacturers demand to profitability level".
статья, добавлен 25.09.2016The formation of the decision support system in the field of regional development management have been considered. Different approaches in the framework of integration into the structure of adaptive simulation models of problem-oriented knowledge bases.
статья, добавлен 26.08.2021In the article describes the current state of agent-based modeling of geographic space and spatial economic systems. It also reveals the reasons why this approach to modeling such phenomena is of particular interest. The review of approaches is given.
статья, добавлен 16.06.2022Research a number of econometric models of the relationships between regional macroeconomic indicators of the labour market of Ukrainian economy. Evaluation of the developed models, the degree of influence factors, statistical analysis of the results.
статья, добавлен 14.08.2016Presentation of two-step recommendation model based on Contrast Analysis and Matrix Factorization techniques which mutually complement each other. Providing brief overview of different Matrix Factorization approaches. Founding Influence search algorithm.
статья, добавлен 21.03.2016Description of the evolution of the volatility of the stochastic process. Behavior of stock market indices. Carry out an analysis of the "Wind Volatility Effect to the North-East". Evolution of the transformed logarithmic sinusoidal wave in time.
статья, добавлен 03.03.2018The phenomenon of corruption. The problems of evaluation methodology and features of volumes and directions of development of corruption at the country level. The model of corruption interrelations between unemployment, competence and productivity.
статья, добавлен 26.08.2016Analysis of problems arising during data processing and effective means of their modeling and forecasting with using NumPy, Pandas, Matplotlib. Analysis of the contribution of customs revenues from import and export duties to the state budget of Ukraine.
статья, добавлен 10.12.2024Formation of the economic-mathematical model of small enterprises functioning. Analisis of dynamics of enterprises development providing investment mobilization. Model solutions in the dimension of frequency characteristics due to Laplace transformation.
статья, добавлен 27.09.2016Policy countries in a situation of migration of skilled labour and opportunities for social optimum achievement. Development of a model showing the interaction between the countries in the game, where public policies impact on the socio-economic balance.
доклад, добавлен 30.08.2016Concept and economic essence of property rights. Justification and development of the business protection model against possible damage to business activities caused by the influence various external and internal market factors and economic conditions.
дипломная работа, добавлен 11.08.2020Justification of the importance of financial analysis of enterprises in the modern market economy. Estimating of the current financial condition of the enterprise using the constructed fuzzy model that implements Mamdani's fuzzy inference method.
статья, добавлен 14.09.2016- 44. Logistic approaches to economic-mathematical modeling of pricing influence in government procurement
The influence of controlled and uncontrolled factors on price formation in public procurement procedures. Advantages and drawbacks of competitive tender procedures. The mathematical model for estimating the expected procurement price depending of bidders.
статья, добавлен 24.02.2016 Сбор, систематизация и интерпретация сложных данных. Понятия описательной статистики. Метод наследования мощных измерений стандартных ошибок и доверительных интервалов для измерений. Математическое представление структурных зависимостей между выборками.
курсовая работа, добавлен 15.05.2017An empirical study of long-term interrelations and short-term adjustment mechanism when making consumer decisions by households in UA. The paper presents a statistical analysis of the dynamic properties of the series of consumption, income and inflation.
статья, добавлен 29.11.2016Banking system as one of the main parts of the economy. The credit rating which given by authorized agencies - the most popular and reliable instrument for measurement of banks’ financial stability. Modelling probabilities of the default separately.
дипломная работа, добавлен 09.08.2018Application of mathematical and statistical means for adaptation of the enterprise to changes. Theoretical and methodological substantiation of mathematical and statistical methods, models and tools of this process. Evaluation of its effectiveness.
статья, добавлен 25.02.2021Методы формирования индексов неоднородности инновационного развития. Применение новых методов анализа паттернов на классических тестовых данных "Anderson-Fisher Iris Data". Исследование входных и выходных показателей Глобального индекса инноваций.
диссертация, добавлен 28.12.2016Построение нейронной сети. Оперативная аналитическая обработка данных (OLAP–технологии). Критерии соответствия технологии OLAP. Понятие хранилища данных. Место и роль интеллектуального анализа данных (Data Mining, DM) в процессе принятия решений.
контрольная работа, добавлен 10.09.2017