uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Fractional Integration: Comparisons through simulations andreal world applications
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2014 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

In the following paper, we apply fractionally integrated models on simulated and empirical data sets in order to test the fractionally integrated model's fit and ability to make forecasts. The model will be evaluated compared to regular ARIMA models on data sets which resemble long-memory processes.

Place, publisher, year, edition, pages
2014. , 57 p.
National Category
Other Social Sciences not elsewhere specified
Identifiers
URN: urn:nbn:se:uu:diva-216825OAI: oai:DiVA.org:uu-216825DiVA: diva2:691026
Subject / course
Statistics
Supervisors
Examiners
Available from: 2014-01-28 Created: 2014-01-26 Last updated: 2014-01-28Bibliographically approved

Open Access in DiVA

No full text

By organisation
Department of Statistics
Other Social Sciences not elsewhere specified

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 436 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf