statistics

Description:

• stat_lab_1.ipynb:

  1. Explore the relationship between time series;
  2. Conduct a series analysis.
  3. Build ARMAX model, VAR model, VEC model

• stat_lab_2.ipynb:

  1. Build MMWR_week regression from other parameters and Series_Complete_Pop_Pct regression from other factors
  2. bring data statistics
  3. correlation matrix
  4. scatter charts
  5. confidence intervals for coefficients
  6. check for heteroscedasticity
  7. check the need to build 2 or more regressions (heterogeneous dependence)
  8. Show regression metrics compare linear and non-linear regressions

• stat_lab_3.ipynb:

  1. ARIMA models for ads.csv and currency.csv datasets

• stat_lab_4.ipynb:

  1. Predict the price of precious metals based on quotes
  2. Analyze the data

• stat_lab_5.ipynb:

  1. Perform a series analysis for stationarity.
  2. Construct histograms of the distribution of prices and logarithmic returns.
  3. Build models with tools: ARIMA, GARCH, ThymBoost.

  The work was done on the quotes of Yandex and Gazprom