Research Article

Functional Analysis of Variance: An Application to Stock Exchange

Volume: 45 Number: 1 March 28, 2024
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Functional Analysis of Variance: An Application to Stock Exchange

Abstract

The concept of "functional data" allows for the representation of data collected repeatedly over a period of time as a continuous function within a specific range on the time axis, rather than as discrete measurement points. Traditional statistical analysis has been adapted to accommodate functional data. This paper discusses the adaptation of one-way analysis of variance for functional data, covering parameter estimations and obtaining test statistics. As a numerical example, stock exchange values from various countries across different continents are used. The aim is to discern potential differences among countries based on these stock exchange values during the Covid-19 pandemic, utilizing one-way analysis of variance for functional data.

Keywords

References

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  7. [7] Ogutcu S., Functional Data Analysis and An Application to Analysis of Variance, Mater thesis, Gebze Technical University, 2023.
  8. [8] Demirdöğen O., Yorulmaz R., Kovid-19 Salgınının Dünya Ekonomilerine Etkileri, Ortadoğu Araştırmaları Merkezi, Ankara, (2020).

Details

Primary Language

English

Subjects

Statistical Experiment Design , Statistical Data Science , Applied Statistics

Journal Section

Research Article

Authors

Selin Öğütcü
0000-0003-4568-9254
Türkiye

Publication Date

March 28, 2024

Submission Date

October 5, 2023

Acceptance Date

February 5, 2024

Published in Issue

Year 2024 Volume: 45 Number: 1

DOI

https://doi.org/10.17776/csj.1371399

IZ

https://izlik.org/JA84RC54HA

Cite

RIS / Bibtex
APA
Öğütcü, S., & Çelik, N. (2024). Functional Analysis of Variance: An Application to Stock Exchange. Cumhuriyet Science Journal, 45(1), 168-174. https://doi.org/10.17776/csj.1371399

Cited By

A functional ANOVA with skew t stochastic process

Communications in Statistics - Simulation and Computation

https://doi.org/10.1080/03610918.2025.2595526

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