Lecture 5: Multivariate Models Financial Time Series‚ Spring 2015 MQF at Rutgers University Heng Sun February 24‚ 2015 1/46 Today’s Topics Vector time series basics VARMA(p‚q) Cointegration References Ruey Tsay‚ Analysis of Financial Time Series‚ Chp 8 Ruey Tsay‚ Multivariate Time Series Analysis 2/46 Vector Time Series Each observation at time t r1t r2t rt = . .. is a column vector in Rk T = [r1t ‚ r2t ‚ · · · ‚ rkt ] rkt Example of vectors of different time series
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Assignment 2 This assignment is based on the data set in “CHARITY.RAW”‚ see also tutorial exercises C2.7 and C7.14. The definitions of variables are in the file “CHARITY.DES”. To examine what influence individuals’ decisions on donations‚ the linear regression model respond = β0 + β1 resplast + β2 avggift + β3 propresp + β4 mailsyear +u is used. For hypothesis-testing questions‚ please always present hypotheses‚ test statistic and its distribution under the null‚ decision rule and conclusion
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Mel Lazo ISDS 7540 – Marketing Analytics Module Dr. Black 7 December 2012 Pilgrim Bank Case Analysis Introduction and Defining the Relationships The business analyst at Pilgrim Bank‚ Alan Green‚ was tasked with guiding the marketing team to a better understanding of customer profitability. With the help of his supervisor and the IT department‚ he has access to an extensive data set of over 30‚000 customers‚ both old and new. Included are continuous variables for Profit‚ Tenure‚ and Satisfaction
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H2 H1 Source:Author’s Model Hypotheses The following hypotheses are developed on the basis of the following review of literature: Hypothesis 1: Purpose will be positively related to performance Hypothesis 2: Passion will be positively moderate between purpose and performance. 1st step: Factor Analysis →Purpose Scale HOL 2 DOL 2 BSL 2 HOL 3 DOL 4 BSL 3 HOL 1 DOL 1 BSL 4 HOL 4 DOL 6 BSL 4 HOL 5 DOL 5 BSL 1 HOL 6 DOL 3 BSL 5 Eliminated Items: HOL 7‚ DOL 7‚ BSL 7 →Passion Scale WE
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unorganised service enterprises in the 63rd round of NSS during July 2006-June 2007. Surveys on consumer expenditure are being conducted once in every five years on a large sample of households from the 27th round (October 1972 – September 1973). For this project Data from the 63rd Round of the National Sample Survey was used as a sample for analysis. The regression analysis was carried out using Linear‚ Working-Lesser and Double Log Models. The income elasticity was calculated in each case which confirmed
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Project Charter refers to a statement of objectives in a project. This statement also sets out detailed project goals‚ roles and responsibilities‚ identifies the main stakeholders‚ and the level of authority of a project manager. It acts as a guideline for future projects as well as an important material in the organization’s knowledge management system. The project charter is a short document that would consist of new offering request or a request for proposal. This document is a part of the project
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WHAT IS THE ROLE OF THE PROJECT MANAGER IN A CONTRACT RESEARCH ORGANIZATION (CRO)? Kim M. Boericke Senior Director‚ Global Project Management inc Research Abstract: In the clinical research setting‚ a project is a unique clinical trial. Within a contract research organization (CRO)‚ a project manager is the: Project team leader‚ primary point of contact for the team and the client‚ client advocate within the CRO‚ manager of project change‚ and internal business development representative
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2012 Project management is one of the most important and critical tool or technique‚ which defines the entire course of development of any kind of project. Project management works as an ignition for the chain reaction of the whole development cycle. It also helps to layout each and every step of the development cycle and defines the action plan to be followed during the risk-conditions. Not only this‚ project management methodologies help track down the success rate for a project and improve
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Project Feasibility Analysis Principle of Planning and the Project Approach Planning What is Planning? * Future Making * Shortcut to the future Why Planning * Scarcity of resources * Unlimited Wants of people * Welfare Maximization in the long run How or Technique of Planning 1. Short term Planning Technique “Empirical Approach” Data>Problems>Needs 2. Long term Planning Technique a. “Model and Programming Approach Planning Process 1. Plan Formulation
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Milestone I Software Project Management Tool ABSTRACT The project entitled “Software Project Management Tool” deals with the various levels of project development and will account for time used in analysis‚ design‚ programming‚ testing and verification etc. It is well known fact that software companies undertake huge projects more than one at a time. Hence there is a profound need for the organizations to manage all the projects efficiently and ensure that projects cycle goes on smoothly
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