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Time Series Data Analysis Using EViews

Time Series Data Analysis Using EViews PDF Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1118176308
Category : Mathematics
Languages : en
Pages : 352

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Book Description
Do you want to recognize the most suitable models for analysis of statistical data sets? This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets. The author: Provides step-by-step directions on how to apply EViews software to time series data analysis Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood Describes the theory behind the models in comprehensive appendices Provides supplementary information and data sets An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.

Time Series Data Analysis Using EViews

Time Series Data Analysis Using EViews PDF Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1118176308
Category : Mathematics
Languages : en
Pages : 352

View

Book Description
Do you want to recognize the most suitable models for analysis of statistical data sets? This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets. The author: Provides step-by-step directions on how to apply EViews software to time series data analysis Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood Describes the theory behind the models in comprehensive appendices Provides supplementary information and data sets An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.

Panel Data Analysis using EViews

Panel Data Analysis using EViews PDF Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 111871556X
Category : Mathematics
Languages : en
Pages : 544

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Book Description
A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data analysis using appropriate empirical models and real datasets. Guidance is given on developing alternative descriptive statistical summaries for evaluation and providing policy analysis based on pool panel data. Various alternative models based on panel data are explored, including univariate general linear models, fixed effect models and causal models, and guidance on the advantages and disadvantages of each one is given. Panel Data Analysis using EViews: Provides step-by-step guidance on how to apply EViews software to panel data analysis using appropriate empirical models and real datasets. Examines a variety of panel data models along with the author’s own empirical findings, demonstrating the advantages and limitations of each model. Presents growth models, time-related effects models, and polynomial models, in addition to the models which are commonly applied for panel data. Includes more than 250 examples divided into three groups of models (stacked, unstacked, and structured panel data), together with notes and comments. Provides guidance on which models not to use in a given scenario, along with advice on viable alternatives. Explores recent new developments in panel data analysis An essential tool for advanced undergraduate or graduate students and applied researchers in finance, econometrics and population studies. Statisticians and data analysts involved with data collected over long time periods will also find this book a useful resource.

Advanced Time Series Data Analysis

Advanced Time Series Data Analysis PDF Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1119504716
Category : Mathematics
Languages : en
Pages : 538

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Book Description
Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable. Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers. Presents models that are all classroom tested Contains real-life data samples Contains over 350 equation specifications of various time series models Contains over 200 illustrative examples with special notes and comments Applicable for time series data of all quantitative studies Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.

Cross Section and Experimental Data Analysis Using EViews

Cross Section and Experimental Data Analysis Using EViews PDF Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 9780470828458
Category : Mathematics
Languages : en
Pages : 512

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Book Description
A practical guide to selecting and applying the most appropriate model for analysis of cross section data using EViews. "This book is a reflection of the vast experience and knowledge of the author. It is a useful reference for students and practitioners dealing with cross sectional data analysis ... The strength of the book lies in its wealth of material and well structured guidelines ..." Prof. Yohanes Eko Riyanto, Nanyang Technological University, Singapore "This is superb and brilliant. Prof. Agung has skilfully transformed his best experiences into new knowledge ... creating a new way of understanding data analysis." Dr. I Putu Gede Ary Suta, The Ary Suta Center, Jakarta Basic theoretical concepts of statistics as well as sampling methods are often misinterpreted by students and less experienced researchers. This book addresses this issue by providing a hands-on practical guide to conducting data analysis using EViews combined with a variety of illustrative models (and their extensions). Models having numerically dependent variables based on a cross-section data set (such as univariate, multivariate and nonlinear models as well as non-parametric regressions) are concentrated on. It is shown that a wide variety of hypotheses can easily be tested using EViews. Cross Section and Experimental Data Analysis Using EViews: Provides step-by-step directions on how to apply EViews to cross section data analysis - from multivariate analysis and nonlinear models to non-parametric regression Presents a method to test for all possible hypotheses based on each model Proposes a new method for data analysis based on a multifactorial design model Demonstrates that statistical summaries in the form of tabulations are invaluable inputs for strategic decision making Contains 200 examples with special notes and comments based on the author’s own empirical findings as well as over 400 illustrative outputs of regressions from EViews Techniques are illustrated through practical examples from real situations Comes with supplementary material, including work-files containing selected equation and system specifications that have been applied in the book This user-friendly introduction to EViews is ideal for Advanced undergraduate and graduate students taking finance, econometrics, population, or public policy courses, as well as applied policy researchers.

Introductory Econometrics for Finance

Introductory Econometrics for Finance PDF Author: Chris Brooks
Publisher: Cambridge University Press
ISBN: 052169468X
Category : Business & Economics
Languages : en
Pages : 672

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Book Description
This best-selling introduction to econometrics is specifically written for finance students. The new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts.

Teach Yourself Econometric Data Analysis with EViews

Teach Yourself Econometric Data Analysis with EViews PDF Author: Chukwuemeka Tiptop Okoro
Publisher:
ISBN:
Category :
Languages : en
Pages : 250

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Book Description
There is a large group of people in a variety of fields, including finance, economics, accounting, science, mathematics, engineering, statistics, and public policy who need to understand some basic concepts of time series analysis and forecasting. Analyzing time-series data and forecasting future values of a time series are among the most important problems that analysts face in many fields. But to Successfully analyze this time series data requires that the analyst interact with computer software because the techniques and algorithms are just not suitable to manual calculations.This book has been written with the aim of solving this problems by providing a step-by-step guide to economic and financial econometrics using EViews. It contains a brief overviews of the concepts of econometric models, and data analysis techniques followed by procedures of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics, finance, statistics and accounting. It can also serve as a guide for researchers and practitioners who desire to use EViews for analyzing financial data. This book may be used as a textbook companion for post graduate level courses in time series analysis, empirical finance, statistics and financial econometrics. Since, many organizations can improve their effectiveness and business results by making better short-to-medium term forecasts, this book should be useful to a wide variety of professionals. Topics Covered with examples Include: Chapter 1: Introduction to EViews. Chapter 2: Descriptive Statistics and Preliminary Tests. Chapter 3: Running Regression Analysis in EViews. Chapter 4: Forecasting Using Regression Models. Chapter 5: Economic Forecasting using ARIMA Modelling. Chapter 6: Volatility Modeling: ARCH, GARCH and EGARCH Models. An Introduction to Financial Econometrics. Chapter 7: Vector Autoregressive (VAR) Model. An Introduction to Macroeconometrics. Chapter 8: Vector Error Correction Model (VECM). Chapter 9: Autoregressive Distributed Lag Model (ARDL). Chapter 10: Panel Data Analysis

Quantile Regression

Quantile Regression PDF Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1119715180
Category : Mathematics
Languages : en
Pages : 496

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Book Description
QUANTILE REGRESSION A thorough presentation of Quantile Regression designed to help readers obtain richer information from data analyses The conditional least-square or mean-regression (MR) analysis is the quantitative research method used to model and analyze the relationships between a dependent variable and one or more independent variables, where each equation estimation of a regression can give only a single regression function or fitted values variable. As an advanced mean regression analysis, each estimation equation of the mean-regression can be used directly to estimate the conditional quantile regression (QR), which can quickly present the statistical results of a set nine QR(τ)s for τ(tau)s from 0.1 up to 0.9 to predict detail distribution of the response or criterion variable. QR is an important analytical tool in many disciplines such as statistics, econometrics, ecology, healthcare, and engineering. Quantile Regression: Applications on Experimental and Cross Section Data Using EViews provides examples of statistical results of various QR analyses based on experimental and cross section data of a variety of regression models. The author covers the applications of one-way, two-way, and n-way ANOVA quantile regressions, QRs with multi numerical predictors, heterogeneous QRs, and latent variables QRs, amongst others. Throughout the text, readers learn how to develop the best possible quantile regressions and how to conduct more advanced analysis using methods such as the quantile process, the Wald test, the redundant variables test, residual analysis, the stability test, and the omitted variables test. This rigorous volume: Describes how QR can provide a more detailed picture of the relationships between independent variables and the quantiles of the criterion variable, by using the least-square regression Presents the applications of the test for any quantile of any numerical response or criterion variable Explores relationship of QR with heterogeneity: how an independent variable affects a dependent variable Offers expert guidance on forecasting and how to draw the best conclusions from the results obtained Provides a step-by-step estimation method and guide to enable readers to conduct QR analysis using their own data sets Includes a detailed comparison of conditional QR and conditional mean regression Quantile Regression: Applications on Experimental and Cross Section Data Using EViews is a highly useful resource for students and lecturers in statistics, data analysis, econometrics, engineering, ecology, and healthcare, particularly those specializing in regression and quantitative data analysis.

TIME SERIES DATA ANALYSIS USING EVIEWS.

TIME SERIES DATA ANALYSIS USING EVIEWS. PDF Author: AGUNG.
Publisher:
ISBN: 9788126555222
Category :
Languages : en
Pages :

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Book Description


Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016

Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016 PDF Author: Yaxin Bi
Publisher: Springer
ISBN: 3319569945
Category : Technology & Engineering
Languages : en
Pages : 1149

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Book Description
These proceedings of the SAI Intelligent Systems Conference 2016 (IntelliSys 2016) offer a remarkable collection of chapters on a wide range of topics in intelligent systems, artificial intelligence and their applications to the real world. Authors hailing from 56 countries on 5 continents submitted 404 papers to the conference, attesting to the global importance of the conference’s themes. After being reviewed, 222 papers were accepted for presentation, and 168 were ultimately selected for these proceedings. Each has been reviewed on the basis of its originality, novelty and rigorousness. The papers not only present state-of-the-art methods and valuable experience from researchers in the related research areas; they also outline the field’s future development.

Applied Data Science in Tourism

Applied Data Science in Tourism PDF Author: Roman Egger
Publisher: Springer Nature
ISBN: 3030883892
Category : Artificial intelligence
Languages : en
Pages : 647

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Book Description
Access to large data sets has led to a paradigm shift in the tourism research landscape. Big data is enabling a new form of knowledge gain, while at the same time shaking the epistemological foundations and requiring new methods and analysis approaches. It allows for interdisciplinary cooperation between computer sciences and social and economic sciences, and complements the traditional research approaches. This book provides a broad basis for the practical application of data science approaches such as machine learning, text mining, social network analysis, and many more, which are essential for interdisciplinary tourism research. Each method is presented in principle, viewed analytically, and its advantages and disadvantages are weighed up and typical fields of application are presented. The correct methodical application is presented with a "how-to" approach, together with code examples, allowing a wider reader base including researchers, practitioners, and students entering the field. The book is a very well-structured introduction to data science not only in tourism and its methodological foundations, accompanied by well-chosen practical cases. It underlines an important insight: data are only representations of reality, you need methodological skills and domain background to derive knowledge from them. - Hannes Werthner, Vienna University of Technology. Roman Egger has accomplished a difficult but necessary task: make clear how data science can practically support and foster travel and tourism research and applications. The book offers a well-taught collection of chapters giving a comprehensive and deep account of AI and data science for tourism. - Francesco Ricci, Free University of Bozen-Bolzano. This well-structured and easy-to-read book provides a comprehensive overview of data science in tourism. It contributes largely to the methodological repository beyond traditional methods. - Rob Law, University of Macau.