On Determination of the Order of an Autoregressive Model

1989 ◽  
pp. 40-52
Author(s):  
Z.D. BAI ◽  
K. SUBRAMANYAM ◽  
L.C. ZHAO
Keyword(s):  
Autoregressive Model

scholarly journals Empirical analysis of the determinants of the IPCA for the period of 2000 to 2011: an approach based on a SVAR model

2017 ◽  
Vol 31 (2) ◽  
Author(s):  
Mateus Boldrine Abrita ◽  
Eliane Cristina De Araújo ◽  
Angelo Rondina Neto
Keyword(s):  
Exchange Rate ◽  
Empirical Analysis ◽  
Autoregressive Model ◽  
Price Index ◽  
Aggregate Demand ◽  
Consumer Price Index ◽  
External Factors ◽  
Level Of Activity ◽  
Svar Model

This study examines empirically the determinants of the Brazilian inflation, measured by the Broad Consumer Price Index (IPCA) and its decomposition, estimating two equations and using an autoregressive model. The database covers the period from January 2000 to December 2011. Five main groups are mentioned as the determinants of inflation: i) Aggregate Demand; ii) Aggregate Supply; iii) Exchange Rate; iv) Salaries and v) Inertia. The evidences reveals that inertia, external factors and the supply conditions overlap the demand in the determination of the Brazilian inflation. Thus, inflation shows to be little sensitive to the level of activity. 

scholarly journals On determination of the order of an autoregressive model

1988 ◽  
Vol 27 (1) ◽  
pp. 40-52 ◽  
Author(s):  
Z.D. Bai ◽  
K. Subramanyam ◽  
L.C. Zhao
Keyword(s):  
Autoregressive Model

scholarly journals AUTOREGRESSION MODELS OF SPACE OBJECTS MOVEMENT REPRESENTED BY TLE ELEMENTS

2020 ◽  
Vol 2 (127) ◽  
pp. 103-116
Author(s):  
Aleksandr Sarichev ◽  
Bogdan Perviy
Keyword(s):  
Time Series ◽  
Mean Square Error ◽  
Autoregressive Model ◽  
Autoregressive Models ◽  
Mean Square ◽  
Element Determination ◽  
Training Samples ◽  
Space Objects ◽  
The Mean

The developed method, which is a modification of the previously developed methods for constructing autoregressive models, is used to simulate the motion of space objects in the time series of their TLE elements. The modeling system has been developed that includes: determining the optimal volume of training samples in modeling time series of TLE elements; determination of the autoregression order for each variable (TLE element); determination of the optimal structure and identification of the parameters of the autoregressive model for each variable; identification of patterns of evolution of the mean square error of autoregressive models in time based on the modeling of time series of TLE elements according to the principle of "moving interval".

Galactic orbits of stars

1966 ◽  
Vol 25 ◽  
pp. 93-97
Author(s):  
Richard Woolley
Keyword(s):  
Globular Cluster ◽  
Potential Field ◽  
High Velocity ◽  
Velocity Vector ◽  
Variable Stars ◽  
The Sun ◽  
Proper Motions ◽  
Rr Lyrae ◽  
The Galaxy

It is now possible to determine proper motions of high-velocity objects in such a way as to obtain with some accuracy the velocity vector relevant to the Sun. If a potential field of the Galaxy is assumed, one can compute an actual orbit. A determination of the velocity of the globular clusterωCentauri has recently been completed at Greenwich, and it is found that the orbit is strongly retrograde in the Galaxy. Similar calculations may be made, though with less certainty, in the case of RR Lyrae variable stars.

Distance to SN 1987A and the LMC

1999 ◽  
Vol 190 ◽  
pp. 549-554
Author(s):  
Nino Panagia
Keyword(s):  
Angular Size ◽  
Large Magellanic Cloud ◽  
Magellanic Cloud ◽  
Light Curves ◽  
Distance Modulus ◽  
Absolute Size ◽  
Sn 1987A

Using the new reductions of the IUE light curves by Sonneborn et al. (1997) and an extensive set of HST images of SN 1987A we have repeated and improved Panagia et al. (1991) analysis to obtain a better determination of the distance to the supernova. In this way we have derived an absolute size of the ringRabs= (6.23 ± 0.08) x 1017cm and an angular sizeR″ = 808 ± 17 mas, which give a distance to the supernovad(SN1987A) = 51.4 ± 1.2 kpc and a distance modulusm–M(SN1987A) = 18.55 ± 0.05. Allowing for a displacement of SN 1987A position relative to the LMC center, the distance to the barycenter of the Large Magellanic Cloud is also estimated to bed(LMC) = 52.0±1.3 kpc, which corresponds to a distance modulus ofm–M(LMC) = 18.58±0.05.

International determination of the total motion of the pole

1961 ◽  
Vol 13 ◽  
pp. 29-41
Author(s):  
Wm. Markowitz
Keyword(s):  
Secular Motion ◽  
The Future

A symposium on the future of the International Latitude Service (I. L. S.) is to be held in Helsinki in July 1960. My report for the symposium consists of two parts. Part I, denoded (Mk I) was published [1] earlier in 1960 under the title “Latitude and Longitude, and the Secular Motion of the Pole”. Part II is the present paper, denoded (Mk II).

Time and Latitude in South Africa

1972 ◽  
Vol 1 ◽  
pp. 27-38
Author(s):  
J. Hers
Keyword(s):  
South Africa ◽  
Cape Town ◽  
Astronomical Observations ◽  
Royal Observatory ◽  
The Republic ◽  
Astronomical Determination ◽  
Limited Accuracy ◽  
Better Than

In South Africa the modern outlook towards time may be said to have started in 1948. Both the two major observatories, The Royal Observatory in Cape Town and the Union Observatory (now known as the Republic Observatory) in Johannesburg had, of course, been involved in the astronomical determination of time almost from their inception, and the Johannesburg Observatory has been responsible for the official time of South Africa since 1908. However the pendulum clocks then in use could not be relied on to provide an accuracy better than about 1/10 second, which was of the same order as that of the astronomical observations. It is doubtful if much use was made of even this limited accuracy outside the two observatories, and although there may – occasionally have been a demand for more accurate time, it was certainly not voiced.

Large-scale Motion of Solar Filaments

2000 ◽  
Vol 179 ◽  
pp. 205-208
Author(s):  
Pavel Ambrož ◽  
Alfred Schroll
Keyword(s):  
Magnetic Flux ◽  
Proper Motion ◽  
Time Scale ◽  
Large Scale ◽  
Accuracy Of Measurements ◽  
Solar Filaments ◽  
General Movement ◽  
Scale Motion ◽  
Velocity Scatter

AbstractPrecise measurements of heliographic position of solar filaments were used for determination of the proper motion of solar filaments on the time-scale of days. The filaments have a tendency to make a shaking or waving of the external structure and to make a general movement of whole filament body, coinciding with the transport of the magnetic flux in the photosphere. The velocity scatter of individual measured points is about one order higher than the accuracy of measurements.

Practical Realization of a Reference System for Earth Dynamics by Satellite Methods

1975 ◽  
Vol 26 ◽  
pp. 341-380 ◽  
Author(s):  
R. J. Anderle ◽  
M. C. Tanenbaum
Keyword(s):  
Reference Frame ◽  
Polar Motion ◽  
Pole Position ◽  
Control Points ◽  
Significant Information ◽  
Crustal Motion ◽  
Average Reference ◽  
Future Data ◽  
Existing Data

AbstractObservations of artificial earth satellites provide a means of establishing an.origin, orientation, scale and control points for a coordinate system. Neither existing data nor future data are likely to provide significant information on the .001 angle between the axis of angular momentum and axis of rotation. Existing data have provided data to about .01 accuracy on the pole position and to possibly a meter on the origin of the system and for control points. The longitude origin is essentially arbitrary. While these accuracies permit acquisition of useful data on tides and polar motion through dynamio analyses, they are inadequate for determination of crustal motion or significant improvement in polar motion. The limitations arise from gravity, drag and radiation forces on the satellites as well as from instrument errors. Improvements in laser equipment and the launch of the dense LAGEOS satellite in an orbit high enough to suppress significant gravity and drag errors will permit determination of crustal motion and more accurate, higher frequency, polar motion. However, the reference frame for the results is likely to be an average reference frame defined by the observing stations, resulting in significant corrections to be determined for effects of changes in station configuration and data losses.

Models of Thermodynamic Properties of Prominences

1979 ◽  
Vol 44 ◽  
pp. 349-355
Author(s):  
R.W. Milkey
Keyword(s):  
Thermodynamic Properties ◽  
Mass Transport ◽  
Emission Spectrum ◽  
Thermodynamic Parameters ◽  
Working Group ◽  
Physical Processes ◽  
Theoretical Concepts ◽  
Group 3 ◽  
Observational Techniques

The focus of discussion in Working Group 3 was on the Thermodynamic Properties as determined spectroscopically, including the observational techniques and the theoretical modeling of physical processes responsible for the emission spectrum. Recent advances in observational techniques and theoretical concepts make this discussion particularly timely. It is wise to remember that the determination of thermodynamic parameters is not an end in itself and that these are interesting chiefly for what they can tell us about the energetics and mass transport in prominences.

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