In multivariate time series, the prominent method of regression analysis is Vector Auto-Regression (VAR). It is important to understand VAR for more clarity.
The software has different file formats or extensions depending upon the type of analysis. Therefore, it is very important to know the use of every file format and the mode of collection of data.
Joint frequencies analysis helps to search inter-connections between a number of keywords or character strings occurring in the text. It produces matrices of joint frequencies of the items of a specified vocabulary list with respect to a suitably chosen unit of context.
Slacks based measure or SBM analsysis is a non-radial model to solve the problem in the “additive model” developed by Charnes, Cooper, & Rhodes in 1978. This model can discriminate between efficient and inefficient Decision-Making Units (DMU).
Unit root indicates a stochastic trend in the time series. Sometimes it is known as “random walk with drift”. A time series dataset will show a systematic unpredictable pattern if it has the unit root.
To test cointegration, Johansen cointegration test is widely used which determines the number of independent linear combinations (k) for (m) time series variables set that yields a stationary process. The test gives the rank of cointegration.
Granger causality is a method to examine the causality between two variables in a time series. “Causality” is related to cause and effect notion, although it is not exactly the same. It is a statistical concept which is based on the prediction.
Receiver Operating Curve (ROC) is an extension of such classifications. Performance of binary classifier system in the case of ROC analysis can be tested.