Linear Contrasts for Time Series Data with Non-Normal Innovations: An Application to a Real Life Data

2017-12-08
Yıldırım, Özgecan
Yozgatlıgil, Ceylan
Şenoğlu, Birdal
Yıldırım et al. [5] estimated the model parameters and introduced a test statistic in one-way classification AR(1) model under the assumption of independently and identically distributed (iid) error terms having Student’s t distribution, see also [4]. In this study, we extend their study to linear contrasts which is a well-known and widely used comparison method when the null hypothesis about the equality of the treatment means is rejected, see [3], [4]. See also [1] and [2] in the context of ANOVA. A test statistic for the linear contrasts is introduced. A comprehensive simulation study is done to compare the performance of the test statistic with the corresponding normal theory test statistic. At the end of the study, a real life data is analysed to show the implementation of the introduced test statistic.
Citation Formats
Ö. Yıldırım, C. Yozgatlıgil, and B. Şenoğlu, “Linear Contrasts for Time Series Data with Non-Normal Innovations: An Application to a Real Life Data,” presented at the 10.International Statistics Congress (ISC2017), (December 6-8 2017), Ankara, Türkiye, 2017, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/75885.