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CHANGE‐OVER DESIGNS WITH ERRORS FOLLOWING A FIRST ORDER AUTOREGRESSIVE PROCESS
Author(s) -
Bora A. C.
Publication year - 1984
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1984.tb01232.x
Subject(s) - autocorrelation , autoregressive model , context (archaeology) , statistics , likelihood ratio test , econometrics , partial autocorrelation function , process (computing) , mathematics , star model , maximum likelihood , order (exchange) , computer science , autoregressive integrated moving average , time series , economics , paleontology , biology , operating system , finance
Summary This paper deals with the problem of analysing the change over design in the context of a first order autoregressive process for the error terms. The method of maximum likelihood has been adopted for estimating treatment effects. The conditions derived for obtaining a balanced change over design show that a change over design balanced in the absence of autocorrelation is not necessarily balanced in the presence of autocorrelation. Also, it is observed that the autocorrelation co‐efficient and the treatment effect when p≠0 can be tested as usual with the likelihood ratio test criterion.