The polynomial trend model with autocorrelated residuals

DOI10.1080/03610928208828316zbMath0502.62077OpenAlexW2010488272MaRDI QIDQ3968340

Kevin Hanslow, Graham Bornholt, Robert Bartels

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828316

zbMATH Keywords

curve fittingDurbin-Watson testautocorrelated residualspolynomial trend modelPan proceduretable of exact critical values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical tables (62Q05)

Cites Work

• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION
• The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
• A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing

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