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

Scenario analysis

Scenario analysis

The use of horizon analysis to project total returns under different reinvestment rates and future market yields.


Multiple discriminant analysis (MDA)

Multiple discriminant analysis (MDA)

Statistical technique for distinguishing between two groups on the basis of their observed characteristics.


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.


Qualitative analysis

Qualitative analysis

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


Discriminate analysis

Discriminate analysis

A statistical process that links the probability of default to a specified set of financial ratios.


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