Testing the Significance of the Linear Regression Coefficients: Exploring Some Estimators for the Autocorrelation Function
This work addresses the problem of testing the significance of the slope of a linear trend with and without an eventual seasonal effect. It is assumed that the error term follows an AR(1), and that the autoregressive parameter is unknown. The autoregressive parameter is obtained through some competi...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2012
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/6567 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/6567 |