Publication details
Vlastnosti testů autokorelace 1. řádu
| Title in English | Properties of two 1st order autocorrelation tests |
|---|---|
| Authors | |
| Year of publication | 2011 |
| Type | Article in Proceedings |
| Conference | Aktuální otázky výuky matematiky na ekonomických oborech |
| MU Faculty or unit | |
| Citation | |
| Field | General mathematics |
| Keywords | Autocorrelation of 1st order; Durbin - Watson test; power of the test; simulation |
| Description | On the basis of simulated data a power of Durbin-Watson test and the 1st order autocorrelation test is estimated. Our new approximation formula for the lower critical value of D-W test is performed. An effect of both sample size and the value of autocorrelation coefficient on the power of test is explored. |