The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...
Simulations are necessary to assess the performance of home-range estimators because the true distribution of empirical data is unknown, but we must question whether that performance applies to ...
To compute the sample autocorrelation function when missing values are present, PROC ARIMA uses only cross products that do not involve missing values and employs divisors that reflect the number of ...
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