Bootstrap approximation on the statistics for the slope parameter of a stationary first-order autoregressive model
Date of Publication
1992
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/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.
Abstract Format
html
Language
English
Format
Accession Number
TU05713
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
89 numb. leaves
Keywords
Bootstrap theory (Nuclear physics); Statistical hypothesis testing; Approximation theory; Mathematical statistics
Recommended Citation
Aldover, A. G., & Organo, A. (1992). Bootstrap approximation on the statistics for the slope parameter of a stationary first-order autoregressive model. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/15964
