Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Vol 1 No 1 (2009): Jurnal Ilmiah Matematika dan Pendidikan Matematika

UJI LINEARITAS BERDASARKAN ESTIMASI MEAN DAN VARIANSI BERSYARAT UNTUK PROSES RUNTUN WAKTU

Supriyanto Supriyanto (Department of Mathematics, Jenderal Soedirman University)
Herni Utami (Jurusan Matematika, Fakultas MIPA Universitas Gajah Mada)



Article Info

Publish Date
24 Apr 2009

Abstract

This study aims to examine the benefits of testing linearity in the case of live test data. Bootstrap procedure is used to form the estimators of the statistics. Hypothetical form is used to follow the linear model. And compare the value of criticism from the distribution of this value with the test statistics that have been calculated based on the observed time series data existing. This procedure starts with a model determines autoregression to the data. By using the Akaike information criterion, order estimation obtained from the autoregression models.

Copyrights © 2009






Journal Info

Abbrev

jmp

Publisher

Subject

Mathematics

Description

JMP is a an open access journal which publishes research articles, reviews, case studies, guest edited thematic issues and short communications/letters in all areas of mathematics, applied mathematics, applied commutative algebra and algebraic geometry, mathematical biology, physics and engineering, ...