The objective of this study is to compare alternative computerized model-selection strategies in the context of the vector autoregressive (VAR) modeling framework. The focus is on a comparison of subset modeling strategies with the general-to-specific reduction approach automated by PcGets....

A language of a statistical system is important, even though it bas an effective graphical user interface. A language may be used to control the statistical system at will and to implement new statistical procedures which are not realized in the system at the beginning. This paper introduces the...

The necessity to quantify the risk caused by the high volatility of asset prices, large insurance claims or floods has lead to an increasing interest in extreme value analysis. Generalized Pareto and extreme value distributions are well suited to model data which are exceedances above a...

We design and implement a prototype time series analysis system named TISAS for fully using modern graphical user interface technologies. An object oriented approach is adopted to represent data, statistics and models as instance objects and to visualize them by icons on the screen arranged as a...

Correspondence analysis (CA) is a descriptive method which allows us to analyze and to XploRe the structure of contingency tables (or, by extension, non-negative tables where rows and columns are the entities of interest). It is similar to principal cornponent analysis (PCA) in the sense that,...