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dc.contributor.advisorBoger, Dan C.
dc.contributor.authorFoster, Robert L. Jr.
dc.dateSeptember 1986
dc.date.accessioned2012-11-27T00:18:26Z
dc.date.available2012-11-27T00:18:26Z
dc.date.issued1986-09
dc.identifier.urihttp://hdl.handle.net/10945/22145
dc.description.abstractUpper and lower bounds were determined for a variation of Schmidt's statistic using Imhoff's distribution for quadratic forms in normal variables. This statistic is able to detect a fourth order autoregressive disturbance of the form: Ɛ(ʈ)=ƿ(1)Ɛ(ʈ-1)+ƿ(4)Ɛ(ʈ-4)+ƞ(ʈ) in the general model Y=Xβ+Ɛ. To correct for this disturbance and thus yield efficient regression estimates, a data transformation was derived using the inverse of the variance-covariance matrix as defined by Siddiqui.en_US
dc.description.urihttp://archive.org/details/testsforfourthor1094522145
dc.format.extent77 p.en_US
dc.language.isoen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.subject.lcshOperations researchen_US
dc.titleTests for fourth order autoregressive processes.en_US
dc.typeThesisen_US
dc.contributor.secondreaderBarr, Donald R.
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentOperations Research
dc.subject.authorautocorrelationen_US
dc.subject.authorAR(4)en_US
dc.description.serviceLieutenant, United States Navyen_US
etd.thesisdegree.nameM.S. in Operations Researchen_US
etd.thesisdegree.levelMastersen_US
etd.thesisdegree.disciplineOperations Researchen_US
etd.thesisdegree.grantorNaval Postgraduate Schoolen_US
dc.description.distributionstatementApproved for public release; distribution is unlimited.


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