In this paper, the two-stage procedure is considered for autoregressive parameters estimation in the p-order autoregressive model ( AR(p)). The point estimation and fixed-size confidence ellipsoids construction are investigated which are based on least-squares estimators. Performance criteria are shown including asymptotically risk efficient, asymptotically efficient, and asymptotically consist...

We introduce the new time series analysis features of scikits.statsmodels. This includes descriptive statistics, statistical tests and several linear model classes, autoregressive, AR, autoregressive moving-average, ARMA, and vector autoregressive models VAR.

modeling dependence structure in financial economics is of paramount importance when estimating portfolio’s value at risk, since risk of an asset in addition to its own behavior is also dependent on the behavior of other assets in the portfolio. application of joint distribution copula is one of the methods for incorporation dependence at lower and upper tail of returns’ distribution in financi...

The study investigates the impact of human capital underutilization on India’s economic growth and labor productivity. For this purpose, we have employed Autoregressive Distributed Lag (ARDL) model, which was applied using annual time series data from 2005 to 2019. ARDL estimation results revealed that has a negative but statistically insignificant relationship with in long run. We also found s...

Accurate and up-to-date mapping and monitoring of rubber plantations is challenging. In this study, we presented a simple method for rapidly and accurately mapping rubber plantations in the Xishuangbanna region of southwest China using phenology-based vegetation index differencing. Temporal profiles of the Normalized Difference Vegetation Index (NDVI), Enhanced Vegetation Index (EVI), Atmospher...