Time series analysis


 

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Time series analysis

Assessment of relationships between two or among more variables over periods of time.



Time series analysis

Similar Matches

Rescaled Range (R or S) Analysis

Rescaled Range (R or S) Analysis

The analysis developed by H.E. Hurst to determine long-memory effects and fractional Brownian motion. Rescaled range analysis measures how the distance covered by a particle increases as we look at longer and longer time scales. For Brownian motion, the distance covered increases with the square root of time. A series which increases at a different rate is not random. See: fractional Brownian motion, Fractional Brownian Motion, fractional Brownian motion, Persistence, Joseph Effect, Noah Effect.


Common size analysis

Common size analysis

The representing of balance sheet items as percentages of assets and of income statement items as percentages of sales.


Horizon analysis

Horizon analysis

An analysis of returns using total return to assess performance over some investment horizon.


Regression analysis

Regression analysis

A statistical technique that can be used to estimate relationships between variables.


Qualitative analysis

Qualitative analysis

An analysis of the qualities of a company that cannot be measured concretely, such as management quality or employee morale.


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fundamental analysis
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