Least-squares estimation and ANOVA for periodic autoregressive time series
The periodic correlation exists throughout the whole process in a analysis of variance (ANOVA) type model where the error terms consist of a periodic autoregressive time series. This paper studies the asymptotic property of least-squares estimators and linear testable hypotheses with a modified F-test in the analysis of variance akin to periodic autoregressive series. The techniques are applied in making inference on the quarterly streamflow in Asotin, WA.
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Volume (Year): 69 (2004)
Issue (Month): 3 (September)
Pages: 287-297
| Handle: | RePEc:eee:stapro:v:69:y:2004:i:3:p:287-297 |
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References listed on IDEAS
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- QIN SHAO & ROBERT Lund, 2004. "Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(3), pages 359-372, 05.
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