Stock and flow variables measure quantities in relation to this variable.
ARCH and GARCH conditions indicate that error terms for data points are correlated with other error terms that differ in this variable. In the weak efficient markets hypothesis, the rate of return of an asset is independent of this variable. A stationary process' statistical properties do not change with changes in this variable. The two components of an option's value are the intrinsic value and the [this] value. The (*) auto-regressive integrated moving average, or ARIMA, is a common model applied to plots with this variable as the x-axis. Stock and flow variables measure quantities in relation to this variable. Effects in longitudinal studies and longitudinal data are observed over changes in this variable. For 10 points, name this variable used in forecasting models in a namesake "series" from econometrics.
ARCH and GARCH conditions indicate that error terms for data points are correlated with other error terms that differ in this variable.
time