Bootstrap approximation on the statistics for the slope parameter of a stationary first-order autoregressive model
The aim of this paper is to apply and examine the bootstrap approximation of the T-Statistic often used for testing hypothesis on the slope parameter, B in the stationary first order autoregressive model,Y t = + a + By t-1 + Et.The results obtained are compared with the Student-t approximation. Boot...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1992
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/15964 |
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| Institution: | De La Salle University |
| Language: | English |
| Summary: | The aim of this paper is to apply and examine the bootstrap approximation of the T-Statistic often used for testing hypothesis on the slope parameter, B in the stationary first order autoregressive model,Y t = + a + By t-1 + Et.The results obtained are compared with the Student-t approximation. Bootstrap is accomplished by resampling from the data values, with replacement and then recomputing the original statistic. It is a computer based simulation method which is used in assessing repeated sampling properties of a statistical procedure.A computer program, using Turbo Pascal Version 5.0, is formulated to provide all necessary simulations, calculations and estimations. |
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