Econometrics: bibliography - page 5
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Well that's just nonsense - all economic theory. For example, Keynes' macroeconomic model led half the world out of crisis.
By the way, Keynes made his own fortune using his model.
Because he was an innovator and a thinking man. Whoever thinks better and faster earns more.
Anyway, learn econometrics instead of world conspiracy theories.
Econometrics is mostly applied matstatistics, which is a red line in my first diploma. So I've already studied it, and quite thoroughly.
The days when a housewife could run a country are over.
But the cooks, nevertheless, haven't gone anywhere from running the state, so we're all screwed.
Until a scientific or other breakthrough adds resources (there are not enough for everybody at the moment, that is the essence of the protracted crisis), no model will work.
here we go - I've written my hands all over myself, scribbling that crises were, are and will be, and still the dark forces have "led" the world into a new crisis...........
the Keynesian paradigm led the world out of crisis, then came a new crisis and a new paradigm.... etc. And the evil and insidious IMF has nothing to do with it, nor the sleazy central bank and the like....
and the models have worked, are working and will continue to work! And there are enough resources for everyone, and there is no need for breakthroughs.
So for textbooks - study, study and study again
In short, learn econometrics rather than world conspiracy theories.
The days when a kitchen maid could run a state are over.
We didn't. We have a collective farmer in charge, who I think has barely learned the multiplication table... And has chosen an even dumber entourage.
They still do. It's not about ruling... it's about power.
Men! Cut the science bullshit.
Concentrate on the attachment. People are very specific about forecasting. They call the problem a shift. Propose a solution. Why not discuss it?
Men! Stop with the near-scientific bullshit.
Concentrate on the attachment. Totally specific people are doing the forecasting. They call the problem a shift. They propose a solution. Why not discuss it?
Since the initial quotes are a non-stationary time series, one of the most common classifications is TS DS. Let's take the differential representation (first differences), AUDUSD, NZSUSD. The semantic meaning is increment, + sign means that the price goes up, - sign means that the price goes down.
So download the quotes and calculate ACF, CHFC of the first differences and you will see that they are very VERY similar to ACF and CHFC like white noise, that is why most methods will not work.
The most primitive example, in terms of implementation. In other words to wonder if the random rambling is really a nonsense)) I would add that I did on a practice where I tried to prove GSB out of 10 stocks only 3 accepted GSB. That's it comrades. Picture attached. Sampled ACF, CHAKF estimates for two currencies from November 1, 2011 to March 23, 2012.
Sorry for the quality. Who doesn't believe me, let him do it himself.
As long as you limit yourself to linear connections, you'll have nothing at all. You just won't notice anything and will sincerely believe that it is all white noise. Until when will econometricians rule, offering their primitive models as a model?
As long as you limit yourself to linear connections, you'll have nothing at all. You just won't notice anything and will sincerely believe that it is all white noise. Until when will econometricians rule by offering their primitive models as a model?
Since the initial quotes are a non-stationary time series, one of the most common classifications is TS DS. Let's take the differential representation (first differences), AUDUSD, NZSUSD. The semantic meaning is increment, + sign means that the price goes up, - sign means that the price goes down.
So download the quotes and calculate ACF, ACF of first differences and you will see that they are very much like white noise on ACF and ACF, that is why most methods will not work.
The most primitive example, in terms of implementation. In other words to wonder if the random rambling is really a nonsense)) I would add that I did on a practice where I tried to prove GSB out of 10 stocks only 3 accepted GSB. That's it comrades. Picture attached. Sampled ACF, CHAKF estimates for two currencies from November 1, 2011 to March 23, 2012.
Sorry for the quality. Who doesn't believe me, let him do it himself.
Good to see pictures. But you have to test for a single root, and there (I support the previous author) are a lot of subtleties there.
Forget about SB. You have to deal with stationarity/non-stationarity. This is the source of the problems here.
So take the quotes and plot the ACF, CHAFC estimates of the first differences and you will see that they are very, VERY similar to white noise on the ACF and CHAFC, so most methods will not work.
To be specific with the example.
By differentiating you have removed the trend. Your example tells a different story. The trend you removed can be predicted because the prediction error will be stationary (mo and sko are approximately constants). This is the market now, but six months ago a second differential was required.