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{{Short description|Time series statistical test}} In [[statistics]], a '''unit root test''' tests whether a [[time series]] variable is non-stationary and possesses a [[unit root]]. The null hypoth ...

{{Short description|Type of statistical test}} ...he underlying [[data collection|data generating process]]. The use of such tests avoids having to be very specific about the particular type of departure be ...

...s. They relate to the validity of the often convenient assumption that the statistical properties of any one part of an overall dataset are the same as any other ...a dataset. However, questions of homogeneity apply to all aspects of the [[statistical distribution]]s, including the [[location parameter]]. Thus, a more detaile ...

{{Short description|Statistical test}} ...rent from zero. Instead of testing [[randomness]] at each distinct lag, it tests the "overall" randomness based on a number of lags, and is therefore a [[po ...

{{Short description|Time series statistical test}} ...ressive Time Series with a Unit Root | journal = [[Journal of the American Statistical Association]] | volume = 74 | issue = 366 | pages = 427–431 | jstor = 22863 ...

{{Short description|Statistical algorithms for time series data analysis}} genre = [[List of statistical packages|Statistical software]] | ...

{{Short description|Stochastic process in time series analysis}} ...[[stochastic process]] from which an underlying trend (function solely of time) can be [[Trend estimation|removed]], leaving a [[stationary process]].<ref ...

{{Short description|Statistical package}} ...tistical package]] for [[Microsoft Windows|Windows]], used mainly for time-series oriented [[econometrics|econometric analysis]].<ref>{{Cite web |title=A Sho ...

...the solution of numerical problems in statistics, [[econometrics]], [[time-series]], optimization and 2D- and 3D-[[Visualization (computer graphics)|visualiz ...eral Application Modules as well as functions in its [[Runtime library|Run-Time Library]] (i.e., functions that come with GAUSS without extra cost) ...

{{Short description|Time series statistical test}} ...f the [[Dickey–Fuller test]] for a larger and more complicated set of time series models. ...

{{Short description|Statistical test}} '''Kuiper's test''' is used in [[statistics]] to [[statistical hypothesis test|test]] whether a [[data sample]] comes from a given [[cumul ...

...unusual in that enrollment of subjects is a continual process staggered in time. If a treatment can be proven to be clearly beneficial or harmful compared ==Statistical methods== ...

...te web|url=http://www.ets.org/gre/subject/about/content/|title=GRE Subject Tests: Test Content and Structure|publisher=ets.org|access-date=2016-05-14}}</ref * [[Thermodynamics]] and [[statistical mechanics]] ...

...t data sets are equal. In econometrics, it is most commonly used in [[time series analysis]] to test for the presence of a [[structural break]] at a period w * {{cite journal | doi=10.2307/1910133 | first1=Gregory C.|last1=Chow | title=Tests of Equality Between Sets of Coefficients in Two Linear Regressions | jstor= ...

...s an [[econometrician]] and one of the most widely cited economists of all time.<ref>{{Cite web |title=Economist Rankings {{!}} IDEAS/RePEc (Research Paper ...lauf|Steve Durlauf]]. In 1993 he was elected as a [[Fellow of the American Statistical Association]].<ref>[http://www.amstat.org/awards/fellowslist.cfm View/Searc ...

...isher=McGraw-Hill |isbn=978-0-07-285318-6 |edition=6th |series=McGraw-Hill series in computer science |location=Boston}}</ref><ref>{{Cite book |last1=Phadke ...esult, serious [[Software bug|bugs]] can be identified while the number of tests necessary to do so is greatly reduced. ...

...ricultural questions, and one of his first published papers to the [[Royal Statistical Society]] involved studying crop productivity using [[factor analysis]]. He ...l devices to produce random digits, and formulated a series of tests for [[statistical randomness]] in a given set of digits which, with some small modifications, ...

...[[Ordinary least squares|least squares]] regressions, and developed bounds tests for the [[null hypothesis]] that the errors are serially uncorrelated again ...lated. In regressions, this can imply an underestimation of the level of [[statistical significance]]. ...

{{Short description|Statistical property of collections of time series data}} ...rty describing a long-term, stable relationship between two or more [[time series]] variables, even if those variables themselves are individually [[non-stat ...

.../ref> In 1981 he was awarded the [[Wilks Memorial Award]] by the American Statistical Association. * {{Cite journal | last1 = Working | first1 = Holbrook | title = The statistical determination of demand curves | journal = [[Quarterly Journal of Economics ...