Ihekuna, Stephen O. and Dozie, Kelechukwu C. N. (2022) Chi-Square Test in Time Series Data. Asian Journal of Probability and Statistics, 20 (3). pp. 49-63. ISSN 2582-0230
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Abstract
This study examines the application of Chi-Square test in time series data which considers the mixed model structure and linear trending curve. The Chi-Square test is applied to the seasonal variances of the Buys-Ballot table. The emphasis is to assess the validity of the Chi-Square test using empirical examples. One hundred simulated numerical examples are used to illustrate the applicability of the Chi-Square test. Using empirical example, the Chi-Square test successfully recorded 100% of times for the mixed model. This expresses a high degree of confidence in the Chi-Square test.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Buys-Ballot method;descriptive time series;mixed model;linear trend, seasonal variance;choice of model |
| Subjects: | Eurolib Press > Mathematical Science |
| Depositing User: | Managing Editor |
| Date Deposited: | 03 Nov 2022 07:35 |
| Last Modified: | 14 Sep 2023 09:21 |
| URI: | http://info.submit4journal.com/id/eprint/44 |
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