Category: Learning modules

How to build the univariate ARIMA model for time series in STATA?

By Divya Narang & Priya Chetty on February 6, 2018 7 Comments

Autoregressive Integrated Moving Average (ARIMA) is popularly known as Box-Jenkins method. The emphasis of this method is on analyzing the probabilistic or stochastic properties of a single time series. Unlike regression models where Y is explained by X1 X2….XN regressor (like the introductory case where GDP is explained by GFC and PFC), ARIMA allows Y (GDP) to be explained by its own past or lagged values.

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Performing Canonical Correlation Analysis (CCA)

By Priya Chetty on January 10, 2018 3 Comments

Until recently, Karl Pearson Correlation analysis was one of the most popular methods to measure linear association between two or more than two variables in a data set. For example, establishing the Karl Pearson Correlation between X variable and Y variable, where both variables belong to a single data set. Canonical Correlation Analysis (CCA), on the other hand, helps measure the correlation among variables which are in different datasets.

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