Econometrics: one step ahead forecast - page 112

 
What I am discussing here is a complete primitive - what revelations? Until the collective, myself included, has become on some sort of foundation from which to start discussing ideas. You need to be more modest, save your trousers from stepping too wide.
 
faa1947:
ZZ is a dependent variable, statistics of dependent variables are not dealt with (I haven't seen). It's the statistics of the independent variable that are interesting, and that's the quotient in my example.

1. ZZ is not a dependent variable, just as e.g. a die roll or an eagle/rare. There are so many factors that it is simply impossible to account for them, and these variables are considered random. SZ is a completely random variable, and for this reason, the whole wave analysis is dancing with tambourines and smoking incense.

2. Statistics (especially statistics) also deals with dependent variables. Suffice it to recall, for example, a whole section - correlation analysis. At a quick glance, certain areas are described in detail in various books (including statistical books), I would say fundamental works, for example by Aivazyan, and are called "research of dependencies", of course with the help of statistics. Moreover, whole statistics exploring and proving/contradicting trends and interrelation of variables

in general, have fun :o)

 
alexeymosc:
Yeah, that's what I mean too. Where the MA changes direction, the regression model will not show this change, the accuracy of the model is a bit enough, I agree, but the direction of the MA change will still be well predicted at first glance, like 80% of hits, but still not enough for trading.
why so complicated? with 99% I will predict the area where price will "concentrate" on the horizon with a simpler model (and the area won't even be very wide), but that's right - it won't be enough...
 
Farnsworth:

1. ZZ is not a dependent variable, just as e.g. a die roll or an eagle/rare. There are so many factors that it is simply impossible to account for them, and these variables are considered random. SZ is a completely random variable, and for this reason, the whole wave analysis is dancing with tambourines and smoking incense.

2. Statistics (especially statistics) also deals with dependent variables. Suffice it to recall, for example, a whole section - correlation analysis. At a quick glance, certain areas are described in detail in various books (including statistics), I would say fundamental works, for example by Aivazyan, and are called "research of dependencies", of course with the help of statistics. Moreover, whole statistics exploring and proving/contradicting trends and interrelation of variables

in general, have fun :o)

The dependent variable is what stands on the left, the independent variables (regressors) on the right. There are no other interpretations.

I am not having fun here, and people who post here are quite sincere and most importantly respect other people's opinions. This is not the first time you have been rude in this thread, why do you dislike it so much?

 
Farnsworth:

Looked it up here. Now I see - another inventor of the bicycle, substituting knowledge with aggression.
 
faa1947:

The dependent variable is what stands on the left, the independent variables (regressors) on the right. There is no other interpretation.

Just because you put a PZ somewhere in your equation, it does not make it dependent/independent. Besides, if you didn't read beyond the "introduction", that's your problem.

I'm not having fun here, and people who post here are quite sincere and most importantly respect other people's opinions. This is not the first time you are rude in this thread, what is it that bothers you so much?

Self-loathing is a normal occupational disease of all unqualified teachers. Do you think that I will carry you here in my arms? For what? Because you often write nonsense? No, I won't. It's up to you, Yusuf. He'll help you.

 
faa1947:
Have a look here. Now I see - another inventor of the bicycle,

Again you have only read the headline, this is damaging. As for me, that I use what I wrote about - stochastic systems with a random structure.

Substituting knowledge for aggressiveness.

Nope, not like that. I'm good and fluffy and if you read the posts carefully - no aggression, but subtle irony :o)

PS: At least choose a normal type of bike, cyclist shit.

 
Farnsworth:

Again you have only read the headline, this is damaging. As for me, what I use is what I wrote about - stochastic systems with a random structure.

Cyclists can be distinguished a mile away - they have everything unique, no circumlocution of the literature, no problem statement, no similarities and differences of the proposed practice with existing practice. Called the childhood disease of the first year of postgraduate study. A universal phenomenon, experienced by all postgraduate students in the world.
 
faa1947:
Cyclists can be distinguished a mile away - they have everything unique, no literature, no problem statement, no similarities and differences of the proposed practice with existing practice. Called the childhood disease of the first year of postgraduate studies. A universal phenomenon, experienced by all postgraduates in the world.
is it all unique to you? buh-ha-ha, don't make the old professor laugh :o)
 
Farnsworth:

. Besides, if you didn't read beyond the introduction, that's your problem.

. You think I'm going to carry you around in my arms? For what? Because you write a lot of nonsense? No, I won't. It's up to you, Yusuf. He'll help you.

Just because you put ZZ somewhere in your equation doesn't make it dependent/independent.

Wow. There is a function (dependent variable) and there is an argument (independent variable). It's actually from school. If you swap it around, it's the other way around.

Sick ego is a normal prophylactic disease of all unqualified teachers

I'm not a teacher. All my life I've been involved in investments, and in parallel, I've sometimes lectured.