Modified Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity
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چکیده
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The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models among which the autoregressive model of order one (AR (1)) ...
متن کاملProcess Capability Analysis in the Presence of Autocorrelation
The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models, among which the autoregressive model of order one (AR (1))...
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ژورنال
عنوان ژورنال: THE LAHORE JOURNAL OF ECONOMICS
سال: 2018
ISSN: 1811-5446
DOI: 10.35536/lje.2018.v23.i1.a1