Manual Page for Command >> REGRESSION


Syntax
>> REGRESSION

Parent Command
> PARAMETER

Subcommand
>>> NONE

Description
This command selects the autoregression coefficient rho as the parameter to be adjusted or estimated. To partially account for time correlations, a first-order autogregressive time series model (AR1) can be applied to the residuals::


Autoregression is performed on the time-series residuals of a data set in block >> OBSERVATION, which must contain the command >>>> REGRESSION: rho. The data set is identified by its sequence number through subcommand >>>> INDEX: iset.

Example
> PARAMETER
>> REGRESSION
>>> NONE
>>>> VALUE
>>>> INDEX : 1
>>>> RANGE : -1.0 1.0
>>>> VARIATION : 0.1
<<<<
<<<
<<

> OBSERVATION
>> PRESSURE
>>> ELEMENT : A1125
>>>> Read DATA from FILE : pres.col
>>>> standard DEVIATION : 200.0 Pa
>>>> REGRESSION : 0.1
<<<<
<<<

See Also
>>>> REGRESSION, >> SHIFT, >> DRIFT


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Page updated: January 4, 2010