
Recent Posts
 latexr: efficient compilation of dynamic reports integrating LaTeX and R

ARIMAmodelbased decomposition of time series in R
The tsdecomp R package  The uroot R package is back
 Airline prices database

An application of OpenMP and Graphics Processing Units parallel threads
Numerical distribution functions of unit root tests
Recent Comments
Archives
Categories
Meta
Monthly Archives: January 2015
$$F$$test statistic in autoregressive models
Under the framework of the classical linear regression model, the ordinary least squares (OLS) estimator has good properties: it is unbiased, has minimum variance compared to other linear estimators and the usual test statistics follow common distributions. An autoregressive model … Continue reading
Posted in regression model, simulations, time series
Tagged autoregressive model, bootstrap, Ftest
Leave a comment