Accession Number:

ADA170094

Title:

A Fast Graphical Goodness of Fit Test for Time Series Models.

Descriptive Note:

Technical rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1985-08-01

Pagination or Media Count:

20.0

Abstract:

The oscillatory appearance of stationary time series is captured very economically by only a few higher order crossings which in addition contain a great deal of the spectral content of the process. A useful approximation to the variances of higher order crossings is discussed and is applied in construction of probability limits for the hypothesized higher order crossings. From this, a graphical display of higher order crossings together with their probability limits provide a fast goodness of fit test. Examples illustrate the applicability of this device. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE