EN
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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Details
Primary Language
English
Subjects
Statistical Experiment Design, Statistical Data Science, Applied Statistics
Journal Section
Research Article
Publication Date
March 28, 2024
Submission Date
October 5, 2023
Acceptance Date
February 5, 2024
Published in Issue
Year 2024 Volume: 45 Number: 1
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
AMA
1.Öğütcü S, Çelik N. Functional Analysis of Variance: An Application to Stock Exchange. CSJ. 2024;45(1):168-174. doi:10.17776/csj.1371399
Chicago
Öğütcü, Selin, and Nuri Çelik. 2024. “Functional Analysis of Variance: An Application to Stock Exchange”. Cumhuriyet Science Journal 45 (1): 168-74. https://doi.org/10.17776/csj.1371399.
EndNote
Öğütcü S, Çelik N (March 1, 2024) Functional Analysis of Variance: An Application to Stock Exchange. Cumhuriyet Science Journal 45 1 168–174.
IEEE
[1]S. Öğütcü and N. Çelik, “Functional Analysis of Variance: An Application to Stock Exchange”, CSJ, vol. 45, no. 1, pp. 168–174, Mar. 2024, doi: 10.17776/csj.1371399.
ISNAD
Öğütcü, Selin - Çelik, Nuri. “Functional Analysis of Variance: An Application to Stock Exchange”. Cumhuriyet Science Journal 45/1 (March 1, 2024): 168-174. https://doi.org/10.17776/csj.1371399.
JAMA
1.Öğütcü S, Çelik N. Functional Analysis of Variance: An Application to Stock Exchange. CSJ. 2024;45:168–174.
MLA
Öğütcü, Selin, and Nuri Çelik. “Functional Analysis of Variance: An Application to Stock Exchange”. Cumhuriyet Science Journal, vol. 45, no. 1, Mar. 2024, pp. 168-74, doi:10.17776/csj.1371399.
Vancouver
1.Selin Öğütcü, Nuri Çelik. Functional Analysis of Variance: An Application to Stock Exchange. CSJ. 2024 Mar. 1;45(1):168-74. doi:10.17776/csj.1371399
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