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
- Developmental Variation in Amygdala Volumes: Modeling Differences Across Time, Age, and Puberty
- Insights into turning points from the perspective of young people with out-of-home care experience: events, impact and facilitators of change
- When the Management of Grief Becomes Everyday Life: The Aftermath of Murder