This article considers testing for first-order moving average against first-order autoregressive disturbances in the linear-regression model. Tests investigated include approximate point-optimal ...
Model Selection Under Nonstationarity: Autoregressive Models and Stochastic Linear Regression Models
We give sufficient conditions for strong consistency of estimators for the order of general nonstationary autoregressive models based on the minimization of an ...
Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...
A model with first-order autoregressive errors, AR(1), has the form while an AR(2) error process has the form and so forth for higher-order processes. Note that the ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback