The mechanics of the procedure for building space-time autoregressive moving average (STARMA) models is dependent upon the form of 'G,' the variance-covariance matrix of the underlying errors.
This paper presents large sample tests of the hypotheses that 'G' is diagonal and that 'G' equals o-squared times I. Tables of the critical values for these tests are constructed. Formulas and 20 references are included. (Author abstract modified)
Downloads
Similar Publications
- 'Buffers' Against Crime? Exploring the Roles and Limitations of Positive Relationships Among Women in Prison
- Criminal Justice Interventions for Offenders With Mental Illness: Evaluation of Mental Health Courts in Bronx and Brooklyn, New York, Executive Summary
- Evaluating a Multi-Disciplinary Response to Domestic Violence: The DVERT Program in Colorado Springs