Portal:Statistik/Charts/Zeitreihenanalyse
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Name |
Back -links |
Rang 2024 -09 |
∅ Zugriffe pro Tag 2024 -09 |
Rang 2024 -10 |
∅ Zugriffe pro Tag 2024 -10 |
Anmerkungen / Bearbeiter | ||
---|---|---|---|---|---|---|---|---|
Volatilität | 326 | 1 | 126 | 1 | 134 | |||
Gleitender Mittelwert | 40 | 2 | 74 | 2 | 80 | |||
Autokorrelation | 78 | 5 | 41 | 3 | 53 | +2 | ||
Zeitreihenanalyse | 247 | 3 | 44 | 4 | 53 | -1 | ||
Value at Risk | 50 | 4 | 41 | 5 | 49 | -1 | ||
Stochastischer Prozess | 258 | 6 | 22 | 6 | 26 | |||
ARMA-Modell | 35 | 7 | 21 | 7 | 22 | |||
Exponentielle Glättung | 20 | 8 | 18 | 8 | 21 | |||
Irrfahrt (Stochastik) | 39 | 10 | 11 | 9 | 18 | +1 | ||
Mittlerer absoluter Fehler | 3 | 9 | 12 | 10 | 11 | -1 | ||
Box-Cox-Transformation | 4 | 11 | 9 | 11 | 10 | |||
Stationärer stochastischer Prozess | 43 | 16 | 5 | 12 | 8 | +4 | ||
GARCH-Modelle | 4 | 12 | 8 | 13 | 8 | -1 | ||
Ergodentheorie | 146 | 15 | 6 | 14 | 7 | +1 | ||
Trend (Statistik) | 125 | 14 | 7 | 15 | 7 | -1 | ||
Differenzengleichung (Differenzenverfahren) | 18 | 17 | 4 | 16 | 6 | +1 | ||
Informationskriterium | 16 | 13 | 7 | 17 | 5 | -4 | ||
Tendenz | 148 | 18 | 3 | 18 | 5 | |||
Vektorautoregressive Modelle | 10 | 19 | 2 | 19 | 4 | |||
Dickey-Fuller-Test | 10 | 20 | 2 | 20 | 3 | |||
Differenzengleichung | 54 | 22 | 1 | 21 | 2 | +1 | ||
Jarque-Bera-Test | 7 | 24 | 1 | 22 | 2 | +2 | ||
Trendmodell | 9 | 23 | 1 | 23 | 2 | |||
Korrelogramm | 4 | - | 0 | 24 | 1 | |||
ARCH-Modelle | 4 | 21 | 2 | 25 | 1 | -4 | ||
Instationarität | 25 | - | 0 | 26 | 1 | |||
Kointegration | 11 | 25 | 1 | 27 | 1 | -2 | ||
Partielle Autokorrelationsfunktion | 4 | 26 | 1 | 28 | 1 | -2 | ||
Box-Jenkins-Methode | 3 | - | 0 | 29 | 1 | |||
Identifizierbarkeit | 18 | - | 0 | 30 | 0 |