Tests for fourth order autoregressive processes.
| dc.contributor.advisor | Boger, Dan C. | |
| dc.contributor.author | Foster, Robert L. Jr. | |
| dc.date | September 1986 | |
| dc.date.accessioned | 2012-11-27T00:18:26Z | |
| dc.date.available | 2012-11-27T00:18:26Z | |
| dc.date.issued | 1986-09 | |
| dc.identifier.uri | http://hdl.handle.net/10945/22145 | |
| dc.description.abstract | Upper 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.uri | http://archive.org/details/testsforfourthor1094522145 | |
| dc.format.extent | 77 p. | en_US |
| dc.language.iso | en_US | |
| dc.rights | This 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.lcsh | Operations research | en_US |
| dc.title | Tests for fourth order autoregressive processes. | en_US |
| dc.type | Thesis | en_US |
| dc.contributor.secondreader | Barr, Donald R. | |
| dc.contributor.corporate | Naval Postgraduate School (U.S.) | |
| dc.contributor.department | Operations Research | |
| dc.subject.author | autocorrelation | en_US |
| dc.subject.author | AR(4) | en_US |
| dc.description.service | Lieutenant, United States Navy | en_US |
| etd.thesisdegree.name | M.S. in Operations Research | en_US |
| etd.thesisdegree.level | Masters | en_US |
| etd.thesisdegree.discipline | Operations Research | en_US |
| etd.thesisdegree.grantor | Naval Postgraduate School | en_US |
| dc.description.distributionstatement | Approved for public release; distribution is unlimited. |
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