By Russell, D A; Xu, X Q; D'Ippolito, D A; Myra, J R; Krasheninnikov, S I; Pigarov, A Y; Yu, G Q; Nevins, W M; Lawrence Livermore National Laboratory.; United States. Dept. of Energy.; United States. Dept. of Energy. Office of Scientific and Technical Inform
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0138: once again, we reject the null. However, when the model to fit is an AR(7) with a GARCH(1,1)5 for the residuals, the application of this test to the standardized residuals, allow us to accept the null. Test(II) results confirm that specifying a GARCH(1,1) is enough to represent the non linear dependencies of the series IBEX-35. A IBEX-35 returns. 29293 * means rejection for the 5% significance level. 4 5 We set the significance level at 5% Additional lags were not significative. 54 J. Belaire and D.
Hypothesis is true. However, the size of this test can be seriously biased by spurious spatial structures like the named "compass rose" pattern l (Kramer and Runde, 1998). For testing independence in a new fashion we propose using the denoted 2dimensional embedded vectors, as an instrument to get relevant information needed to detect dependence. The idea behind this approach is that embedded vectors contain much more information than the scalar time series. g. • ,AN, and the other attribute is also one and only one, of certain mutually exclusive and exhaustive events Bt, B 2 , ••• , BM, where Nand M can be different.
Testing Independence: A New Approach Jorge Belaire and Dulce Contreras Department of Economic Analysis. University of Valencia, Spain Abstract. In time series analysis and modelling, testing for independence allows us to determine if the estimated model is correctly specified. In this work, we present a very simple method to test for serial independence, based on the two-dimensional embedding vectors (the so-called "2-histories"), and we analyse the power and size of such a procedure against a wide set of linear and nonlinear alternatives.
Convective Transport in Tokamaks by Russell, D A; Xu, X Q; D'Ippolito, D A; Myra, J R; Krasheninnikov, S I; Pigarov, A Y; Yu, G Q; Nevins, W M; Lawrence Livermore National Laboratory.; United States. Dept. of Energy.; United States. Dept. of Energy. Office of Scientific and Technical Inform
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