node15 Lab 8 - Fitting Regression Models with Dependent Errors STAT 510 - Applied Time Series Anal

Node15 Lab 8 - Fitting Regression Models with Dependent Errors STAT 510 - Applied Time Series Anal

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This is Google's cache of http://onlinecourses.science.psu.edu/stat510/node/15 . It is a snapshot of the page as it appeared on 21 Jul 2010 09:55:21 GMT. The current page could have changed in the meantime. Learn more Text-only version STAT 510 - Applied Time Series Analysis ANGEL Department of Statistics Eberly College of Science Home Lab 8 - Fitting Regression Models with Dependent Errors Submitted by gfj100 on Mon, 03/22/2010 - 14:56 In this lab, we will discuss fitting regression models when the errors are dependent. In class, we discussed implementing two different procedures. We note that for the "whitening" iterative procedure (in section 5.5 of the text) that things can get complicated if a full ARMA is used to fit the correlated errors. In the example here and in the homework, only an AR will be needed to fit the correlations of the errors. Let's now look at example 5.6 from the book. This example looks at how cardiovascular mortality ( cmort.dat ) is affected by temperature ( temp.dat ), time and particulate levels ( part.dat
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