Univariate: ARIMA, ARCH/GARCH, Stochastic Volatility, HP/Hamilton/BN/BK/Boosted HP filters, X-13ARIMA-SEATS seasonal adjustment, Spectral Analysis, ACF/PACF/CCF ...
We discuss how to interpret coefficients from logit models, focusing on the importance of the standard deviation (σ) of the error term to that interpretation. To ...