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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...
Persistent link: https://www.econbiz.de/10009615429
We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel. -- Factor Analysis ; Time Series ; Kernel...
Persistent link: https://www.econbiz.de/10009578000
Statistics is considered to be a difficult science since it requires a variety of skills including handling of quantitative data, graphical insights as well as mathematical ability. Yet ever increasing special knowledge of statistics is demanded since data of increasing complexity and size need...
Persistent link: https://www.econbiz.de/10009579170