About the Stat Assembly

IQRegStatistics. Quantile regression characteristics.

ISm2SLS. Instrumental variables method used to estimate linear regression coefficients.

ISmAutoCorrelation. Autocorrelation analysis.

ISmBinaryModel. Binary regression.

ISmCensoredTruncatedRegression. Linear regression with truncated or censored data.

ISmLinearRegress. Linear regression model (OLS).

ISmNonLinearLeastSquare. Non-linear regression model (non-linear OLS).

ISmPairCorrelation. Calculation of paired correlation coefficients.

ISmPartialCorrelation. Calculation of partial correlation coefficients.

ISmPooledModel. Panel data regression.

ISmQuantileRegression. Quantile regression.

ISmVarianceAnalysis. Variance analysis.

ISmARCHTest. ARCH test for heteroscedasticity.

ISmBreuschPaganGodfreyTest. The Breusch-Pagan test for heteroscedasticity.

ISmBreuschPaganTest. The Breusch-Pagan test.

ISmChowTest. The Chow test for the presence of structural breaks.

ISmOmittedVariablesTest. Omitted variables test.

ISmRamseyRESSETTest. Functional form criterion.

ISmRedundantVariablesTest. Redundant variables test.

ISmSerialCorrelationLMTest. The Godfrey criterion of residual autocorrelation.

ISmWhiteHeteroskedasticityTest. The White test for heteroscedasticity.

ISmAugmentDickeyFullerTest. The Dickey-Fuller test for series stationarity.

ISmCurveEstimation. Trend with functional dependency estimation.

ISmDickeyFullerGLSTest. The Dickey-Fuller generalized test.

ISmElliotRothenbergStockTest. The Elliot-Rothenberg-Stock test.

ISmEngleGrangerTest. The Engle-Granger test.

ISmGARCH. The GARCH model.

ISmGrangerTest. The Granger test.

ISmKwiatkowskiPhillipsSchmidtShinTest. The Kwiatkowski-Phillips-Schmidt-Shin test.

ISmMarkovSwitchingGARCH. The MS-GARCH model (Markov switching GARCH) with one variable parameter: mean of variance.

ISmNgPerronTest. The Ng-Perron test.

ISmPhillipsPerronTest. The Phillips-Perron test.

ISmUnivariateSpectrumAnalysis. Spectrum analysis.

Distributed lag models:

• ISlGDLTerms. Geometric distributed lag model. The Koyck method.

• ISlPDLTermCollection. Polynomial distributed lag model. The Almon method.

Smoothing methods:

• ISmAutoRegress. Autoregression model.

• ISmBandpassFilter. The Baxter-King filter.

• ISmCensus1. The Census I method that singles out the seasonal component.

• ISmCensus2. The X11 method, that is, an improved version of Census I.

• ISmExponentialSmoothing. Exponential smoothing.

• ISmFillGapsProcedure. Data series missing data treatment.

• ISmGreyForecast. The Grey forecast.

• ISmHodrickPrescottFilter. The Hodrick-Prescott filter.

• ISmLRXFilter. LRX-filter.

• ISmMedianSmoothing. Median smoothing.

• ISmSlideSmoothing. Moving average.

• ISmTramoSeats. The TRAMO and SEATS methods.

• ISmx12arima. The X12 seasonal adjustment method.

• ISmVectorAutoRegress. Vector autoregression model.

Dynamic models:

• ISmCointegrationEq. Cointegration model.

• ISmErrorCorrectionModel. Error correction model.

• ISmJohansenTest. The Johansen test.

• ISmPhillipsOuliarisTest. The Phillip-Ouliaris test.

ISmLinearProgramming. Linear programming.

ISmNonLinearOptimization. Non-linear optimization.

 ISmQuadraticProgramming. Quadratic programming.

ISmHierarchicalClusterAnalysis. Hierarchical cluster analysis.

ISmKmeansClusterAnalysis. K-means clustering.

ISmPrincipalComponentAnalysis. Principal component analysis.

ISmBetaDistribution. Beta distribution.

ISmBinomialDistribution. Binomial distribution.

ISmCauchyDistribution. Cauchy distribution.

ISmChi2Distribution. Chi-square distribution.

ISmExponentialDistribution. Exponential distribution.

ISmFisherDistribution. Fisher distribution.

ISmGammaDistribution. Gamma distribution.

ISmFisherTest. The Fisher test.

ISmGeneralizedExtremeValueDistribution. Generalized distribution of extreme values.

ISmGeneralizedParetoDistribution. Generalized Pareto distribution.

ISmHyperGeometricDistribution. Hypergeometric distribution.

ISmKolmogorovSmirnovTest. The Kolmogorov-Smirnov test.

ISmLogisticDistribution. Logistic distribution.

ISmLogNormalDistribution. Lognormal distribution.

ISmMultiNormalDistribution. Multidimensional normal distribution.

ISmNormalDistribution. Normal distribution.

ISmParetoDistribution. Pareto distribution.

ISmPoissonDistribution. Poisson distribution.

ISmQPortions. Quantiles calculation, etc.

ISmStudentDistribution. Student distribution.

ISmUniformDistribution. Uniform distribution.

ISmWeibullDistribution. Weibull distribution.

ISmLinearEquations. Solution of linear equations system.

ISmNonLinearEquations. Solution of non-linear equations system.

ISmSimultaneousSystem. Simultaneous equations system.

ISmAssociationRules. Association analysis.

ISmBackPropagation. Missing data substitution using back-propagation network.

ISmCART. Classification by building binary trees.

ISmDecisionTree. Missing data substitution using decision tree.

ISmDiscriminantAnalysis. Missing data substitution using discriminatory analysis.

ISmGradientBoostedTree. Classification by building a tree ensemble by gradient boosting.

ISmHighlightExceptions. Exception search.

ISmLogisticRegression. Missing data substitution using logistic regression.

ISmNaiveBayes. Key influencers detection using naive Bayes classifier.

ISmRandomForest. Classification by building a tree ensemble by random forest method.

ISmSelfOrganizingMap. Data clustering using self-organizing Kohonen maps.