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Tag Archives: autoregressive
“You can keep blaming your parents for your life in your 20’s, but by the time you’re 30 it’s your own fault.” —having a difficult time getting an original source on this quote This is like unknotting an autoregressive term … Continue reading
Posted in Uncategorized
Tagged autoregression, autoregressive, econometrics, family, individualism, kids, life, noncommutativ, parents, psychology, sociology, statistics, the future, the past, time series
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Hey! I made you some Wiener processes!
Check them out. Here are thirty homoskedastic ones: > homo.wiener < array(0, c(100, 30))> for (j in 1:30) { for (i in 2:length(homo.wiener)) { homo.wiener[i,j] < homo.wiener[ i – 1, j] + rnorm(1) … Continue reading
Posted in Uncategorized
Tagged autoregressive, chance, econometrics, heteroskedastic errors, heteroskedasticity, homoskedastic, homoskedasticity, likelihood, math, mathematics, maths, Norbert Wiener, probability, R, random, random variable, random walk, randomness, statistics, stochastic processes, variability, Wiener process
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Autocorrelation
A “truly” random, uniform random, completely random sequence might look like ◯◯⨯◯⨯⨯⨯⨯◯◯⨯◯◯⨯⨯◯⨯◯◯⨯⨯◯⨯⨯◯⨯◯◯⨯◯R code: > xooooo = sample( c(“◯”, “⨯”) , 30, rep = T) like the flips of a fair coin. But there are other “random”s as well. Biased For example, … Continue reading