Manual Page for Command >>>> REGRESSION


Syntax
>>>> REGRESSION: rho

Parent Command
any third-level command in block > OBSERVATION

Subcommand
none

Description
This command sets the autoregression coefficient rho for a data set. To partially account for time correlations, a first-order autogregressive time series model (AR1) can be applied to the residuals:


The first-order autoregressive should be applied to time series only if the sampling interval is approximately constant. The autoregression coefficient rho can be estimated using command >> REGRESSION.

Example

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

See Also
>> REGRESSION, >>>> SHIFT


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Page updated: January 4, 2010