Author: Jiang, Yan; Zhang, Yi; Ma, Chunna; Wang, Quanyi; Xu, Chao; Donovan, Connor; Ali, Gholam; Xu, Tan; Sun, Wenjie
Title: H7N9 not only endanger human health but also hit stock marketing Document date: 2017_5_30
ID: umg1vay1_9
Snippet: Following the standard pre-processing of stock price, the daily Overall Market Index and other section indices are denoted as y i in log notation. α is the intercept. ns(t; β t ) is the natural cubic spline of time with respects to the regression coefficient β x . Degrees of freedom (df) per year is set to six to describe long-time trends like seasonal effects. Indicators for day of week (DOW) and public holidays (PH) are adjusted as potential.....
Document: Following the standard pre-processing of stock price, the daily Overall Market Index and other section indices are denoted as y i in log notation. α is the intercept. ns(t; β t ) is the natural cubic spline of time with respects to the regression coefficient β x . Degrees of freedom (df) per year is set to six to describe long-time trends like seasonal effects. Indicators for day of week (DOW) and public holidays (PH) are adjusted as potential confounders in the model. For the analysis on section indices, the effect of the Overall Market Index was adjusted as COV in the model. These choices are motivated by several methodological and substantive papers on time-series analyses [13] .
Search related documents:
Co phrase search for related documents- cubic spline and time cubic spline: 1, 2, 3
- cubic spline and time series: 1, 2, 3, 4
- cubic spline and time series analysis: 1, 2
- freedom degree and week day: 1
- long time and regression coefficient: 1, 2, 3
Co phrase search for related documents, hyperlinks ordered by date