Computational Statistics for
Time Series Identification Process

This site is a part of the JavaScript E-labs learning objects for decision making. Other JavaScript in this series are categorized under different areas of applications in the MENU section on this page.

Professor Hossein Arsham   

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The following JavaScript is for forecasting model-based techniques; and time series identifications process using statistical properties of the time series.

Enter your data Row-wise starting from the left-upper corner, and then click the Calculate button for the test conclusion.

Blank boxes are not included in the calculations but zeros are.

In entering your data to move from cell to cell in the data-matrix use the Tab key not arrow or enter keys.

Mean					Variance
Mean: The first half					Mean: The second half
Variance: The first-half					Variance: The second half
One-Lag Apart Autocorrelation					Two-Lag Apart Autocorrelation
First Partial Autocorrelation					Second Partial Autocorrelation

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For Technical Details, Back to:
Decision Making in Economics and Finance

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Kindly email your comments to:
Professor Hossein Arsham

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This site may be translated and/or mirrored intact (including these notices), on any server with public access. All files are available at http://home.ubalt.edu/ntsbarsh/Business-stat for mirroring.

Kindly e-mail me your comments, suggestions, and concerns. Thank you.

Professor Hossein Arsham   

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Dr Arsham's Home Page