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Wald Tests in the Restricted Periodic EXPAR (1) Model

Author

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  • Merzougui M

    (LaPS Laboratory, University Badji Mokhtar Annaba, Algeria)

Abstract

In this paper, we study the problem of testing the nullity of coefficients in restricted periodic exponential autoregressive model of order 1. We consider two cases: tests for the nullity of one coefficient and test of linearity this will be achieved by using the standard Wald test.

Suggested Citation

  • Merzougui M, 2020. "Wald Tests in the Restricted Periodic EXPAR (1) Model," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 10(1), pages 18-21, July.
    • Handle: RePEc:adp:jbboaj:v:10:y:2020:i:1:p:18-21
    DOI: 10.19080/BBOAJ.2020.10.555780
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    References listed on IDEAS

    as
    1. M. Merzougui & H. Dridi & A. Chadli, 2016. "Test for periodicity in restrictive EXPAR models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(9), pages 2770-2783, May.
    2. M. S. Al‐Qassam & J. A. Lane, 1989. "Forecasting Exponential Autoregressive Models Of Order 1," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(2), pages 95-113, March.
    3. Jelloul Allal & Saïd El Melhaoui, 2006. "Optimal Detection of Exponential Component in Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 793-810, November.
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