IDEAS home Printed from https://ideas.repec.org/a/oup/biomet/v57y1970i1p123-127..html

Relative efficiency of count of sign changes for assessing residual autoregression in least squares regression

Author

Listed:
  • R. C. Geary

Abstract

SummaryFrom a constructed example of 100 random samples of size 40, in conjunction with the author's ACV method for comparing the relative efficiency of different tests of significance, it is found that a simple count of sign changes is nearly as efficient as the familiar Durbin-Watson test of autoregression of residuals. Individual decisions based on this test are closely similar to those from the number of runs test. On another actual body of data the three tests seem to be about equally efficient. A table is supplied giving cumulative binomial probabilities for assessing significance for the sign changes test.

Suggested Citation

  • R. C. Geary, 1970. "Relative efficiency of count of sign changes for assessing residual autoregression in least squares regression," Biometrika, Biometrika Trust, vol. 57(1), pages 123-127.
    • Handle: RePEc:oup:biomet:v:57:y:1970:i:1:p:123-127.
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1093/biomet/57.1.123
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:biomet:v:57:y:1970:i:1:p:123-127.. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press (email available below). General contact details of provider: https://academic.oup.com/biomet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.