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Time series analysis |
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Time series analysisAssessment of relationships between two or among more variables over periods of time.Time series analysis Similar MatchesScenario analysisScenario analysisThe 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) AnalysisRescaled Range (R or S) AnalysisThe 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 analysisQualitative analysisAn analysis of the qualities of a company that cannot be measured concretely, such as management quality or employee morale. Discriminate analysisDiscriminate analysisA statistical process that links the probability of default to a specified set of financial ratios. Further SuggestionsDecision Break Point AnalysisComparative market analysis Break even analysis technical analysis Ex post analysis Cross sectional analysis Comparative credit analysis Retrospective analysis Factor analysis Credit analysis Common base year analysis Common size analysis Trend Ratio Analysis Horizon analysis Regression analysis Force Field Analysis Quantitative analysis Mean variance analysis regression analysis Horizontal analysis Technical analysis Quantitative analysis Market analysis fundamental analysis Electronic Data Gathering, Analysis and Retrieval System |
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