Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
The Null Hypothesis - H0: There is no autocorrelation
The Alternative Hypothesis - H1: There is at least first order autocorrelation
Rejection Criteria: Reject H0 if LBQ1 >
Autocorrelation Function: RESI1
Lag ACF T LBQ
1 0.0081553 0.32 0.10
2 0.0065510 0.26 0.17
3 -0.0279832 -1.09 1.36
4 -0.0079441 -0.31 1.46
5 0.0254074 0.99 2.44
There are 83 lags but the first 5 have been used identify whether there is auto correlation present:
Lag
LBQ
Chi-Squared
Interpretation
1
0.10
= 3.84
Since LBQ = 0.10 < 3.84 so accept H0 as there is sufficient evidence to suggest there is no autocorrelation
2
0.17
= 5.99
Since LBQ = 0.17 < 5.99 so accept H0 as there is sufficient evidence to suggest there is no autocorrelation
3
1.36
= 7.81
Since LBQ = 1.36 < 7.81 so accept H0 as there is sufficient evidence to suggest there is no autocorrelation
4
1.46
= 9.48
Since LBQ = 1.46 < 9.48 so accept H0 as there is sufficient evidence to suggest there is no autocorrelation
5
2.44
= 11.07
Since LBQ = 2.44 < 11.07 so accept H0 as there is sufficient evidence to suggest there is no autocorrelation
Behrens Fisher problem : The difficulty of testing for the equality of the means of the two normal distributions which do not have the equal variance. Various test statistics have
Non linear mapping (NLM ) is a technique for obtaining a low-dimensional representation of the set of multivariate data, which operates by minimizing a function of the differences
difference between histogram and historigram
The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional m
methods of measuring trend
Genstat: The basic purpose piece of statistical software for the management and the analysis of data. The package incorporates the wide variety of data handling events and a wi
Continual reassessment method: An approach which applies Bayesian inference for determining the maximum tolerated dose in a phase I trial. The method starts by assuming a logistic
A unified approach to all problems of prediction, estimation, and hypothesis testing. It is based on concept of the decision function, which tells the performer of experiment how t
Huffman code is used to compress data file, where the data is represented as a sequence of characters. Huffman's greedy algorithm uses a table giving how often each character occur
A standard IQ test has a mean of 98 and a standard deviation of 16. We want to be 99% certain that we are within 8 IQ points of the true mean. Determine the sample size
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd