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Box–pierce q-statistic
| Словарь по экономике и эконометрике |
A general measure of the extent to which a series is autocorrelated.
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Adjusted r2, английский
A measure of how well a model fits the sample data that automatically penalises models with large numbers of parameters.
Copulas, английский
A flexible way to link together the distributions for individual series in order to form joint distributions.
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