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In this book, an attempt has been made by developing some
inferential methods for autoregressive models by using Internally
studentized residuals.In the Applied regression analysis, the
autoregressive models, moving average models and combined
autoregressive and moving average models have a wide number
applications. The study on autoregressive process/models is
considered to be essential to both the theoretical and applied
statisticians.The first order and higher order autoregressive
models for regressed variable and errors have been described by
giving auto covariance functions.Further, an autoregressive dynamic
model without constant term has been specified and in the presence
of lagged dependent variable, a modified durbin's h-statistic for
testing the hypthesis of no auto correlation has been developed for
first order autoregressive error process, Instrumental variable
method of estimation has been proposed to estimate the parameters
of first order autoregressive errors model with lagged dependent
variable as regressor and hence obtained estimates for
autocorrelation co-efficients based an Internally studentized
residuals.
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