Sorour, A., Tong, Howell (1993) A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems. Applied Statistics-Journal of the Royal Statistical Society Series C, 42 (1). pp. 95-104. ISSN 0035-9254. (doi:10.2307/2347412) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:20693)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.2307/2347412 |
Abstract
We have noted that the likelihood ratio test for non-linearity in a univariate time series can be extended to single-output-multiple-input open loop systems. A simple extension of the cumulative sum test is also described. The performance of both tests has been examined with simulated data. Illustrations with various real data are included.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.2307/2347412 |
| Uncontrolled keywords: | bilinear systems; cumulative sum test; gas furnace data; input output data; jokulsa eystri data; likelihood ratio tests; market share price data; nonlinear systems; nonstandard problems; power functions; significance points; tests for nonlinearity; threshold systems; vatnsdalsa river data |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | O.O. Odanye |
| Date Deposited: | 21 Jul 2009 17:29 UTC |
| Last Modified: | 16 Nov 2021 09:58 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/20693 (The current URI for this page, for reference purposes) |
- Export to:
- RefWorks
- EPrints3 XML
- BibTeX
- CSV
- Depositors only (login required):
Altmetric
Altmetric
