๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Significance Test for Time Series Analysis

โœ Scribed by W. Allen Wallis and Geoffrey H. Moore


Book ID
125191854
Publisher
American Statistical Association
Year
1941
Tongue
English
Weight
862 KB
Volume
36
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A bootstrap test for time series lineari
โœ Arthur Berg; Efstathios Paparoditis; Dimitris N. Politis ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 554 KB
On tests for non-linearity in time serie
โœ W. S. Chan; H. Tong ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 638 KB

We have developed a new test for non-linearity in time series data in discrete time. A comparative study has been conducted on Subba Rao, Gabr and Hinich's test, Keenan's test, Petruccelli and Davies' test, and the new test. Both simulated and real data are used in the study. The implication for for