Tagged Questions
0
votes
1answer
776 views
Measuring correlation or dependence between two data sets
Is there any statistical test or measure to evaluation the degree of correlation or dependence between two sets of data-points ?
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votes
3answers
643 views
How to deal with gaps/NaNs in time series data when using Matlab for autocorrelation and neural networks?
I have a time series of measurements (heights-one dimensional series). In the observation period, the measurement process went down for some time points. So the resulting data is a vector with NaNs ...
3
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1answer
835 views
Autocorrelation in panel data
I have a random effects panel data model with 4 variables, 10 years of data and 946 observations describing different financial values for different companies. The panel is balanced. The model looks ...
3
votes
3answers
194 views
Literature on generating “similar” synthetic time series from observed time series
The motivation for this question is from Finance. I have some market data (daily time series) for the price of some securities and I would like to generate synthetic versions of these which are ...
