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  Search result  Your search for [subject]Autoregression returned 11 records.  
 
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  Thesis Autoregressive conditional heteroskedasticity in the Philippine Peso/U.S. Dollar exchange rate : an empirical analysis with economic factors.

by Banaag, Diana C.; 2000.

Subject: Heteroscedasticity; Econometrics; Autoregression (Statistics).

 
     
Relevance: 11.09%
 
     
  Thesis Modeling Philippine Peso-U.S. Dollar exchange rates with Autoregressive Integrated Moving Average (ARIMA).

by Fajardo, Eduardo Jorge F.;

Subject: Box-Jenkins forecasting; Autoregression (Statistics).

 
     
Relevance: 10.97%
 
     
  Book The cointegrated VAR model : methodology and applications.

by Juselius, Katarina.; Oxford: Oxford University Press, 2006.

Subject: Econometric models; Autoregression (Statistics); Vector analysis; Cointegration.

 
     
Relevance: 10.73%
 
     
  Thesis A frequency domain approach for detecting Self-exciting Threshold autoregression (SETAR) nonlinearity.

by Magadia, Joselito C.; Diliman, Quezon City: University of the Philippines, 2000.

Subject: Nonlinearity, SETAR -- Detecting -- Self-exciting Threshold autoregression (SETAR) -- Statistics; SETAR nonlinearity -- Detecting -- Self-exciting Threshold autoregression (SETAR).

 
     
Relevance: 10.62%
 
     
  Book A model for federal funds rate target.

by Hamilton, James D.; Cambridge: National Bureau of Economic Research, 2000.

Subject: Federal funds markets -- United States -- Econometric models; Autoregression (Statistics).

 
     
Relevance: 10.51%
 
     
  Thesis On the characterization of USD/PhP exchange-rate fluctuation via tree-structured regression.

by Gamalo, Mark Amper.; 2001.

Subject: Autoregression (Statistics); Regression analysis; Analysis od covariance; Foreign exchange rates -- Mathematical models.

 
     
Relevance: 9.68%
 
     
  Book ARMA model identification.

by Choi, ByoungSeon.; New York: Springer-Verlag, 1992.

Subject: Autoregression (Statistics); Linear models (Statistics).

 
     
Relevance: 9.45%
 
     
  Thesis A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity.

by Magadia, Joselito C., 1961-; 2000.

Subject: Autoregression (Statistics)--Mathematical models; Time-series analysis -- Mathematical models.

 
     
Relevance: 8.96%
 
     
  Book Forecast models incorporating structural change : an application to the consumer price index of the Philippines.

by Soriano, Franklin Arcia, 1964-;

Subject: Consumer price index -- Philippines -- Forecasting; Autoregression; Box-Jenkins forecasting; Economic forecasting -- Philippines -- Mathematical models.

 
     
Relevance: 8.85%
 
     
  Book Time series forecasting using multi-layer perceptron networks and arch models : with application to stock prices.

by Pasamonte, Joseph Norman D.;

Subject: Time series analysis; Autoregression (Statistics); Ayala Land Corporation; Manila Mining Corporation; Nonlinear systems; Petrofield Corporation; Philippine Long Distance Telephone Company; Stock exchange indexes; Stock index futures -- Philippines.

 
     
Relevance: 8.46%
 
     
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