Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)
- Volume 10 Issue 2
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- Pages.28-37
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- 1985
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- 1225-1119(pISSN)
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- 2733-4759(eISSN)
Joint distribution of ESACF arrays within triangular zero boundary
Abstract
An obvious of ESACF approach for model identification by Tsay and Tiao(1984) is that the user may be confused by the elements which are in triangular but marginally larger two standard deviation values. To avoid this drawback, the joint limiting distribution of the vector whose elements are in triangular of ESACF arrays is verified and the statistics to test the nulity of the vector suggested. We illustrate this approach with three examples.
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