Manual Page for Command >>>> REGRESSION

Syntax
>>>> REGRESSION: rho

Parent Command
> PARAMETER

Subcommand
any third-level command in block > OBSERVATION

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::


Note that the standard deviation of a data set to which an AR1 model is applied should reflect the (smaller) remaining (unexplained) error to properly weigh the transformed residuals. 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