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SPECTRAN, a set of Matlab programs for Spectral analysis

Marczak, Martyna; Gómez, Víctor - 2012

Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to...

Persistent link: https://www.econbiz.de/10010310934

Die Vernetzung Wiens mit den Städten Europas

Zenz, David - 2020

Wir stellen ein Maß für die Beziehung zwischen zwei Städten/Regionen basierend auf Suchanfragen vor, ausgehend von Merkmalen der Suchanfragen-Zeitreihen nach Zerlegung der Zeitreihe mittels STL (Komponentenzerlegung mittels lokaler linearer Kernregression). Grundlage für das Maß sind...

Persistent link: https://www.econbiz.de/10012262796

Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013

Shi, Juehui - 2019

Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...

Persistent link: https://www.econbiz.de/10012904559

Die Vernetzung Wiens mit den Städten Europas

Zenz, David - 2020

Persistent link: https://www.econbiz.de/10012236641

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …

Persistent link: https://www.econbiz.de/10010326164

Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009756320

Detection of shift in process mean with X chart for autocorrelated data

Singh, Sukhraj; Prajapati, D. R. - In: International journal of quality & reliability management 30 (2013) 7, pp. 765-779

Persistent link: https://www.econbiz.de/10009788881

A Matlab program and user's guide for the fractionally cointegrated VAR model

Nielsen, Morten Ørregaard; Popiel, Michal Ksawery - 2014

This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …

Persistent link: https://www.econbiz.de/10010418272

A hitchhiker's guide to empirical macro models

Ferroni, Filippo; Canova, Fabio - 2021

This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other …

Persistent link: https://www.econbiz.de/10012617682

Package AdvEMDpy : algorithmic variations of empirical mode decomposition in Python

Jaarsveldt, Cole van; Ames, Matthew; Peters, Gareth; … - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 606-642

Persistent link: https://www.econbiz.de/10014436792