Accession Number : ADA186028

Title :   On the Least Squares Estimator in Moving Average Models of Order One.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Chapeh, H A ; Rao, M B

PDF Url : ADA186028

Report Date : Dec 1986

Pagination or Media Count : 13

Abstract : A simple expression is derived in this paper for the error sum of squares in the context of moving average models of order one. A computer program is developed to estimate the parameter of a moving average model of order one based on the method of least squares. (Keywords: time series analysis; consisting; algorithms; subroutines; multivariate analysis).

Descriptors :   *ESTIMATES, *LEAST SQUARES METHOD, ALGORITHMS, COMPUTER PROGRAMS, MULTIVARIATE ANALYSIS, SUBROUTINES, TIME SERIES ANALYSIS, MATHEMATICAL MODELS, RANDOM VARIABLES, PARAMETRIC ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE