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Data generating process (dgp)
| Словарь по экономике и эконометрике |
The true relationship between the series in a model.
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Relationship, английский
- Отношение: соотношение; связь; взаимоотношение; взаимосвязь
- Отношение, степень родства
- A way in which someone or something is connected to another the incidence of the disease has a close relationship to the environment. he became withdrawn and broke off all relationships with his family.
- Зависимость, соотношение
- A connection between objects.
- A logical connection between entities.
- A smartart graphic layout type that includes layouts designed to illustrate connections.
- An association established between common fields (columns) in two tables. a relationship can be one-to-one, many-to-many, or one-to-many.
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Conditional variance, английский
The variance of a series at a point in time t fitted given all information available until the previous point in time t − 1.
Day-of-the-week effect, английский
The systematic tendency for stock returns to be higher on some days of the week than others.
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