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利用平滑异形随机序列局部性质的统计分析AI 解读

SUMMARY. A widening of the oonoept of stationarity leads to the concepts of smooth hetero-morphy and local homomorphy in stochastic series, obviating much of the need for the introduction of trend into structural specifications of statistical data. It is shown that formulae for sampling properties of local statistics in stationary stochastic series are applicable as they stand to series having these less restricted properties. 1. INTBODUCTION In a recent paper (1955a) the…

去趋势时间序列的最小二乘回归分析AI 解读

Summary The difficulties of obtaining a valid estimate of the standard error of a regression coefficient between two time series are discussed. It is shown how a preliminary trend-reducing operation on the series, using a moving average, makes it possible to obtain such a valid estimate. A method of analysis is described, along with considerations which affect the best choice of moving average for the purpose, which is applicable when the local variational properties of the…