The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

We describe how to conduct a regression analysis for competing risks data. The use of an add-on package for the R statistical software is described, which allows for the estimation of the ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

Single and multivariable regression, forecasting using regression models, time series models, and modeling with MA, AR, ARMA, and ARIMA models, forecasting with time series models, and spectral ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). A line of best fit is a form of regression analysis that shows the relationship ...