Liquid bubble - Revision history

en>SummerPhD: Reverted good faith edits by Blenderbottles (talk): The effect tends to cause them to remain intact. (TW)

2014-07-23T00:16:28Z

Reverted good faith edits by Blenderbottles (talk): The effect tends to cause them to remain intact. (TW)

← Older revision		Revision as of 02:16, 23 July 2014
Line 1:		Line 1:
	~~27 yr old Deer Farmer Deniston from Labrador City~~, ~~has~~ many ~~passions that include ice skating~~, ~~como~~ [http://ganhedinheiro.comoganhardinheiro101.com/ ganhar dinheiro] ~~na internet and canoeing~~. ~~Finds encouragement by traveling~~ to the ~~Basilica~~ of ~~San Francesco~~ and ~~Other Franciscan Sites~~.		fee to watch your webinar at their convenience.

			Once it is in place, [http://www.comoganhardinheiro101.com/tag/negocio-mais-rentavel-da-internet/ ganhar dinheiro na internet] promotion and possibly answering questions will [http://ganhedinheiro.comoganhardinheiro101.com ganhar dinheiro] be your only tasks. <br><br><br>Make money online by selling your talents. Good music is always in demand and with today's technological advances, anyone with musical talent can make music and offer it for sale [http://www.comoganhardinheiro101.com/?p=71 como ganhar dinheiro na internet] to a broad audience. By setting up your own website and using social media for promotion, you can share your music with others and sell downloads with a free PayPal account. <br><br><br>It's easy to make money online. There is truth to the fact that you can start making money on the Internet as soon as you're done with this article. After all, so many others are making money online, why not you? Keep your mind open and you can make a lot of money. Here is more info regarding [http://ganhedinheiro.comoganhardinheiro101.com/ ganhar dinheiro] check out ganhedinheiro.comoganhardinheiro101.com/ As you [http://www.comoganhardinheiro101.com/?p=16 ganhar dinheiro] can see, there are many ways to ganhar dinheiro approach the world of online income. With various streams of income available, you are sure to find one, or two, that can help you with your income needs. Take this information to heart, put it to use and build your own online success story.<br><br>Getting [http://Ganhandodinheironainternet.comoganhardinheiro101.com/ paid money] to work online isn't the easiest thing to do in the world, but it is possible. If this is something you wish to work with, then the tips presented above should have helped you. Take some time, do things the right way and then you can succeed. Start your online [http://www.comoganhardinheiro101.com/tag/opcoes-binarias/ ganhe dinheiro na internet] earning today by following the great advice discussed in this article. Earning money is como ganhar dinheiro not as hard as it may seem, you just need to know how to get started.

			By choosing to put your right foot forward, you are heading [http://www.comoganhardinheiro101.com/inicio/ ganhando dinheiro na internet] off to a great start earning money to make ends meet.

en>DrTCz: /* References */ removed the added reference, it already existed, sorry

2014-02-19T05:27:45Z

References: removed the added reference, it already existed, sorry

← Older revision		Revision as of 07:27, 19 February 2014
Line 1:		Line 1:
	The '''Ljung–Box test''' (named for [[Greta M. Ljung]] and [[George E. P. Box]]) is a type of [[statistical test]] of whether any of a group of [[autocorrelation]]s of a [[time series]] are different 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 [[portmanteau test]].~~		27 yr old Deer Farmer Deniston from Labrador City, has many passions that include ice skating, como [http://ganhedinheiro.comoganhardinheiro101.com/ ganhar dinheiro] na internet and canoeing. Finds encouragement by traveling to the Basilica of San Francesco and Other Franciscan Sites.

	This test is sometimes known as the '''Ljung–Box Q test''', and it is closely connected to the '''Box–Pierce test''' (which is named after [[George E. P. Box]] and David A. Pierce). In fact, the Ljung–Box test statistic was described explicitly in the paper that ~~led to the use of the Box-Pierce statistic~~,<ref name=BP/><ref name=LB/> and from which that statistic takes its name. The Box-Pierce test statistic is a simplified version of the Ljung–Box statistic for which subsequent simulation studies have shown poor performance.

	~~The Ljung–Box test is widely applied in~~ [~~[econometrics]] and other applications of [[time series analysis]].~~

	~~==Formal definition==~~
	~~The Ljung–Box test can be defined as follows.~~
	: ~~'''H<sub>0<~~/sub>:''' The data are independently distributed (i.e. the correlations in the population from which the sample is taken are 0, so that any observed correlations in the data result from randomness of the sampling process).
	~~: '''H<sub>a<~~/~~sub>:''' The data are not independently distributed~~.

	~~The test statistic is:<ref name=LB/>~~
	~~:<math>~~
	~~Q = n\left(n+2\right)\sum_{k=1}^h\frac{\hat{\rho}^2_k}{n-k}~~
	~~</math>~~
	~~where ''n'' is the sample size, <math>\hat{\rho}_k</math> is the sample autocorrelation at lag ''k'', and ''h'' is the number of lags being tested~~. ~~For [[significance level]] α, the [[critical region]] for rejection of the hypothesis of randomness is~~

	~~: <math>~~
	~~Q > \chi_{1-\alpha,h}^2~~
	</~~math>~~

	~~where <math>\chi_{1-\alpha,h}^2</math> is the α-[[quantile]] of the [[chi-squared distribution~~]~~] with ''h'' degrees of freedom.~~

	The Ljung–Box test is commonly used in [[autoregressive integrated moving average]] (ARIMA) modeling. Note that it is applied to the [[errors and residuals in statistics\|residuals]] of a fitted ARIMA model, not the original series, and ~~in such applications the hypothesis actually being tested is that the residuals from the ARIMA model have no autocorrelation~~. ~~When testing the residuals of an estimated ARIMA model, the degrees of freedom need~~ to ~~be adjusted to reflect~~ the ~~parameter estimation. For example, for an ARIMA(p,0,q) model, the degrees~~ of ~~freedom should be set to <math>m - p - q</math>.<ref>{{cite book\|last=Davidson\|first=James\|title=Econometric Theory\|year=2000\|publisher=Blackwell Publishing\|isbn=0631215840\|page=162}}</ref>~~

	~~==Box-Pierce test==~~
	~~The Box-Pierce test uses the test statistic, in the notation outlined above, given by<ref name=BP/>~~
	~~:<math>~~
	~~Q_\text{BP} = n \sum_{k=1}^h \hat{\rho}^2_k,~~
	~~</math>~~
	and ~~it uses the same critical region as defined above.~~

	~~Simulation studies have shown that the Ljung–Box statistic is better for all sample sizes including small ones~~.~~{{Citation needed\|date=June 2011}}~~

	~~==See also==~~
	* [[Q-statistic]]
	* [[Wald–Wolfowitz runs test]]

	~~{{refimprove\|date=June 2011}}~~

	~~==References==~~
	~~{{reflist \|refs=~~
	.<ref name=BP>Box, G. E. P. and Pierce, D. A. (1970) "Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models", ''[[Journal of the American Statistical Association]]'', 65: 1509–1526. {{jstor\|2284333}}</ref>

	~~<ref name=LB>{{cite journal~~
	~~\|doi = 10.1093/biomet/65.2.297~~
	~~\|title = On a Measure of a Lack of Fit in Time Series Models~~
	~~\|author = G. M. Ljung~~
	~~\|coauthors = G. E. P. Box~~
	~~\|journal = [[Biometrika]]~~
	~~\|year = 1978~~
	~~\|volume = 65~~
	~~\|pages=297–303~~
	~~\|issue = 2}}</ref>~~
	}}

	~~==Further reading==~~
	*{{cite book
	~~\|title = Introduction to Time Series and Forecasting~~
	~~\|edition = 2nd.~~
	~~\|author= Peter Brockwell~~
	~~\|coauthors=Richard Davis~~
	~~\|publisher=Springer~~
	~~\|year=2002~~
	~~\|page= 36~~
	~~\|isbn = 0-387-94719-1}}~~

	~~==External links==~~
	*[http://www.answers.com/topic/box-pierce-statistic Box–Pierce test] on [[answers.com]]

	~~{{NIST-PD}}~~
	~~{{Statistics\|analysis}}~~

	~~{{DEFAULTSORT:Ljung-Box test}}~~
	~~[[Category:Statistical tests]]~~
	~~[[Category:Time series analysis]]~~
	~~[[Category:Time domain analysis]]~~

	~~[[de:Box-Ljung-Test]]~~

en>Widr: Reverted edits by 163.150.197.164 (talk) to last revision by Widr (HG)

2014-01-31T17:57:37Z

Reverted edits by 163.150.197.164 (talk) to last revision by Widr (HG)

← Older revision		Revision as of 19:57, 31 January 2014
Line 1:		Line 1:
	~~Hello~~, ~~my title~~ is ~~Andrew~~ and ~~my wife doesn~~'~~t like it at all~~. ~~For years she's been living~~ in ~~Kentucky but her spouse wants them~~ to ~~transfer~~. ~~She functions as~~ a ~~journey agent but soon she'll be on her personal~~. ~~I am really fond~~ of ~~handwriting but I~~ can'~~t make it clairvoyant [http~~:/~~/srncomm~~.~~com~~/~~blog~~/~~2014~~/08/25/~~relieve~~-that-~~stress~~-~~find~~-a-~~new~~-~~hobby/ telephone psychic~~] ([~~http://Netwk~~.~~hannam~~.ac.~~kr/xe/data_2/85669 click through~~ the ~~up coming document~~]~~) my occupation truly~~.<br><br>~~Have~~ a ~~look at my blog: best psychic readings (~~[http://www.~~january-yjm~~.com/xe/~~index~~.~~php?mid=video&document_srl=158289 click through the next website page~~])		The '''Ljung–Box test''' (named for [[Greta M. Ljung]] and [[George E. P. Box]]) is a type of [[statistical test]] of whether any of a group of [[autocorrelation]]s of a [[time series]] are different 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 [[portmanteau test]].

			This test is sometimes known as the '''Ljung–Box Q test''', and it is closely connected to the '''Box–Pierce test''' (which is named after [[George E. P. Box]] and David A. Pierce). In fact, the Ljung–Box test statistic was described explicitly in the paper that led to the use of the Box-Pierce statistic,<ref name=BP/><ref name=LB/> and from which that statistic takes its name. The Box-Pierce test statistic is a simplified version of the Ljung–Box statistic for which subsequent simulation studies have shown poor performance.

			The Ljung–Box test is widely applied in [[econometrics]] and other applications of [[time series analysis]].

			==Formal definition==
			The Ljung–Box test can be defined as follows.
			: '''H<sub>0</sub>:''' The data are independently distributed (i.e. the correlations in the population from which the sample is taken are 0, so that any observed correlations in the data result from randomness of the sampling process).
			: '''H<sub>a</sub>:''' The data are not independently distributed.

			The test statistic is:<ref name=LB/>
			:<math>
			Q = n\left(n+2\right)\sum_{k=1}^h\frac{\hat{\rho}^2_k}{n-k}
			</math>
			where ''n'' is the sample size, <math>\hat{\rho}_k</math> is the sample autocorrelation at lag ''k'', and ''h'' is the number of lags being tested. For [[significance level]] α, the [[critical region]] for rejection of the hypothesis of randomness is

			: <math>
			Q > \chi_{1-\alpha,h}^2
			</math>

			where <math>\chi_{1-\alpha,h}^2</math> is the α-[[quantile]] of the [[chi-squared distribution]] with ''h'' degrees of freedom.

			The Ljung–Box test is commonly used in [[autoregressive integrated moving average]] (ARIMA) modeling. Note that it is applied to the [[errors and residuals in statistics\|residuals]] of a fitted ARIMA model, not the original series, and in such applications the hypothesis actually being tested is that the residuals from the ARIMA model have no autocorrelation. When testing the residuals of an estimated ARIMA model, the degrees of freedom need to be adjusted to reflect the parameter estimation. For example, for an ARIMA(p,0,q) model, the degrees of freedom should be set to <math>m - p - q</math>.<ref>{{cite book\|last=Davidson\|first=James\|title=Econometric Theory\|year=2000\|publisher=Blackwell Publishing\|isbn=0631215840\|page=162}}</ref>

			==Box-Pierce test==
			The Box-Pierce test uses the test statistic, in the notation outlined above, given by<ref name=BP/>
			:<math>
			Q_\text{BP} = n \sum_{k=1}^h \hat{\rho}^2_k,
			</math>
			and it uses the same critical region as defined above.

			Simulation studies have shown that the Ljung–Box statistic is better for all sample sizes including small ones.{{Citation needed\|date=June 2011}}

			==See also==
			* [[Q-statistic]]
			* [[Wald–Wolfowitz runs test]]

			{{refimprove\|date=June 2011}}

			==References==
			{{reflist \|refs=
			.<ref name=BP>Box, G. E. P. and Pierce, D. A. (1970) "Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models", ''[[Journal of the American Statistical Association]]'', 65: 1509–1526. {{jstor\|2284333}}</ref>

			<ref name=LB>{{cite journal
			\|doi = 10.1093/biomet/65.2.297
			\|title = On a Measure of a Lack of Fit in Time Series Models
			\|author = G. M. Ljung
			\|coauthors = G. E. P. Box
			\|journal = [[Biometrika]]
			\|year = 1978
			\|volume = 65
			\|pages=297–303
			\|issue = 2}}</ref>
			}}

			==Further reading==
			*{{cite book
			\|title = Introduction to Time Series and Forecasting
			\|edition = 2nd.
			\|author= Peter Brockwell
			\|coauthors=Richard Davis
			\|publisher=Springer
			\|year=2002
			\|page= 36
			\|isbn = 0-387-94719-1}}

			==External links==
			*[http://www.answers.com/topic/box-pierce-statistic Box–Pierce test] on [[answers.com]]

			{{NIST-PD}}
			{{Statistics\|analysis}}

			{{DEFAULTSORT:Ljung-Box test}}
			[[Category:Statistical tests]]
			[[Category:Time series analysis]]
			[[Category:Time domain analysis]]

			[[de:Box-Ljung-Test]]

en>EmausBot: r2.7.2+) (Robot: Adding sk:Bublina

2012-08-04T00:59:42Z

r2.7.2+) (Robot: Adding sk:Bublina

New page

Hello, my title is Andrew and my wife doesn't like it at all. For years she's been living in Kentucky but her spouse wants them to transfer. She functions as a journey agent but soon she'll be on her personal. I am really fond of handwriting but I can't make it clairvoyant [http://srncomm.com/blog/2014/08/25/relieve-that-stress-find-a-new-hobby/ telephone psychic] ([http://Netwk.hannam.ac.kr/xe/data_2/85669 click through the up coming document]) my occupation truly.<br><br>Have a look at my blog: best psychic readings ([http://www.january-yjm.com/xe/index.php?mid=video&document_srl=158289 click through the next website page])