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...

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Bibliographic Details
Main Author: Ramos, Rosário (author)
Other Authors: Costa, Marco (author)
Format: conferenceObject
Language:eng
Published: 2012
Subjects:
Trend tests
Ordinary least squares
Autocorrelation
Distribution-free estimators
Online Access:http://hdl.handle.net/10773/6567
Country:Portugal
Oai:oai:ria.ua.pt:10773/6567

Internet

http://hdl.handle.net/10773/6567

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