Keywords

#order_of_integration

Order of integration

Summary statistic

In statistics, the order of integration, denoted I(d), of a time series is a summary statistic, which reports the minimum number of differences required to obtain a covariance-stationary series.

Thu 24th

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Order of integration Order of integration (calculus) Integration Leapfrog integration Fractional-order integrator Numerical methods for ordinary differential equations Cointegration Integrator Integral Vector autoregression
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