In statistics and econometrics, the ADF-GLS test (or DF-GLS test) is a test for a unit root in an economic time series sample. It was developed by Elliott, Rothenberg and Stock (ERS) in 1992 as a modification of the augmented Dickey–Fuller test (ADF). A unit root test determines whether a time series variable is non-stationary using an autoregressive model. For series featuring deterministic components in the form of a constant or a linear trend then ERS developed an asymptotically point optimal test to detect a unit root. This testing procedure dominates other existing unit root tests in terms of power. It locally de-trends (de-means) data series to efficiently estimate the deterministic parameters of the series, and use the transformed data to perform a usual ADF unit root test. This procedure helps to remove the means and linear trends for series that are not far from the non-stationary region. (Wikipedia).

Learn English Words: Hospital

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Etienne Fouvry - 4/4 Analytic aspects of Cohen-Lenstra heuristics

Etienne Fouvry - Analytic aspects of Cohen-Lenstra heuristics

From playlist École d'été 2014 - Théorie analytique des nombres

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Learn English Words: City

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Introducing Time Series Forecasting in Python: the Random Walk Forecast

Check out Marco Peixeiro's book 📖 Time Series Forecasting in Python | http://mng.bz/95Mr 📖 To save 40% on Marco's book use the DISCOUNT CODE ⭐ watchpeixeiro40 ⭐ Join Marco in this introductory lesson on time series forecasting in Python. Marco explores the random walk model, MA(q) and

From playlist Python

Yongsoo Yang - Neural network-assisted atomic electron tomography - IPAM at UCLA

Recorded 26 October 2022. Yongsoo Yang of the Korea Advanced Institute of Science and Technology presents "Neural network-assisted atomic electron tomography" at IPAM's Mathematical Advances for Multi-Dimensional Microscopy Workshop. Abstract: Functional properties of nanomaterials strongl

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Random Walk and Time Series Tutorial in R: ACF Dickey Fuller Test Ljung Box stationarity correlation

what is a random walk in time series? How to determinte if my data is a random walk? how to test stationarity? In this episode of the crash course - tutorial on statistics and data science with R / Rstudio: - Characteristics of a random walk - How to test my time series behaviour in R?

From playlist machine learning

I Day Traded \$500 of Stocks using the ARMA Model

RCon19 - Building a radio with M2K and spare parts by Adrian Suciu

Building a radio with M2K and spare parts by Adrian Suciu The ADALM2000 (M2K) Active Learning Module is an affordable USB-powered measurement unit. With 12-bit ADCs and DACs running at 100 MSPS, the ADALM2000 enables electrical engineering students and hobbyists to explore signals and sys

From playlist GRCon 2019

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Learn English Words: Each

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Learn English Words: Has

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Learn English Words: Bus

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Sandra van Aert - 3D atomic resolution through dose-efficient fusion of image & analytical technique

Recorded 26 October 2022. Sandra van Aert of the University of Antwerp presents "3D atomic resolution reconstructions through dose-efficient fusion of imaging techniques and analytical techniques in quantitative STEM" at IPAM's Mathematical Advances for Multi-Dimensional Microscopy Worksho

Excel

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From playlist Microsoft Excel

MIT 16.687 Private Pilot Ground School, IAP 2019 Instructor: Philip Greenspun, Tina Srivastava View the complete course: https://ocw.mit.edu/16-687IAP19 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63cUdAG3v311Vl72ozOiK25 This lecture focused on how to navigate an ai

From playlist MIT 16.687 Private Pilot Ground School, IAP 2019

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In this video I'll show you how to make Stock Market Predictions using Regression Analysis. Regression Analysis can be used to guide you towards stocks that are expected to provide, or not provide a high ROI based off of past performance. Additional analysis can then be done to make invest

From playlist Python for Finance

ADFGVX Cipher: Encryption and Decryption (OLD VERSION: SEE NEW VERSION LINK BELOW)

This video has been replaced with an updated video: visit https://youtu.be/T0xfKiU9Rr4 Encryption and Decryption of the World War One ADFGVX Cipher, through examples.

From playlist Classical Cryptography

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