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Best linear unbiased estimate using Buys-Ballot procedure when trend-cycle component is linear
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نویسنده
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iwueze i.s. ,nwogu e.c. ,ajaraogu j.c.
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منبع
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pakistan journal of statistics and operation research - 2011 - دوره : 7 - شماره : 2 - صفحه:183 -198
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چکیده
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The best linear unbiased estimators of buys-ballot estimates when trend-cycle component is linear are discussed in this paper. the estimates are those proposed by iwueze and nwogu (2004). discussed are the chain based estimation method and the fixed based estimation method. the variates for the chain based estimation method were found to have constant mean and variance but are correlated with only one significant autocorrelation coefficient at lag one. the variates for the fixed based estimation method were found to have constant mean,nonconstant variance but with constant autocorrelation coefficient at all lags. best linear unbiased estimators of the slope and intercept for the chain based estimation variates only were derived since they exhibit stationarity. numerical examples were used to illustrate the methods.
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کلیدواژه
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Best linear unbiased estimator; Buys-Ballot derived variables; Minimum variance; Moving average process of order one; Stationarity
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آدرس
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department of statistics,federal university of technology,owerri, Nigeria, department of statistics,federal university of technology,owerri, Nigeria, department of mathematics and statistics,federal polytechnic,nekede, Nigeria
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Authors
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