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Comparative study of portmanteau tests for the residuals autocorrelation in ARMA models
(2014)
The portmanteau statistic for testing the adequacy of an autoregressive moving average (ARMA) model is based on the first m autocorrelations of the residuals from the fitted model. We consider some of portmanteau tests for ...
Using GLS to Generate Forecasts in Regression Models with Autocorrelated Disturbances with simulation and Palestinian Market Index Data.
(2014)
This paper involves an important statistical problem concerning forecasting in regression models in time series processes. It is well known that the most famous method of estimating and forecasting is the Ordinary Least ...
Statistical estimation based on generalized order statistics from Kumaraswamy distribution
(2013)
The Kumaraswamy distribution is similar to the Beta distribution but has the key advantage of a closed-form cumulative distribution function. In this paper we present the estimation of Kumaraswamy distribution parameters ...