DSDM PROJECT - GAUSEQ: A GENERALIZED AUTOREGRESSIVE SINGLE EQUATION ESTIMATION PROCEDURE
GAUSEQ is a program designed to analyze the residuals of a linear regression equation with Box-Jenkins techniques in order to identify the presence of autocorrelation and to obtain parameter estimates by the Cochrane-Orcutt iterative technique. As many as four non-zero autocorrelation parameters are allowed and the regression equation may contain two or fewer right-hand side endogenous variables. The most general option is equivalent to performing the second stage of a two-stage least-squares procedure in the presence of multiple order autocorrelation. (TRRL)
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Corporate Authors:
University of Montreal
Center for Research on Transportation (CRT)/CIRRELT
P.O. Box 6128, Station Centre-ville
Montreal, Quebec Canada H3C 3J7 -
Authors:
- GAUDRY, MJI
- Liem, T C
- Sabourin, Y
- Publication Date: 1981-6
Media Info
- Features: References; Tables;
- Pagination: 36 p.
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Serial:
- Issue Number: 214
Subject/Index Terms
- TRT Terms: Autocorrelation; Computer programs; Equations; Estimating; Forecasting; Iterative methods; Least squares method; Linear regression analysis; Linear systems; Mathematical models; Regression analysis; Residual soils
- Uncontrolled Terms: Residual
- ITRD Terms: 132: Forecast; 6492: Iteration; 6484: Linear system; 6473: Mathematical model; 6588: Regression analysis; 9069: Residual
- Subject Areas: Data and Information Technology; Highways; Operations and Traffic Management; Planning and Forecasting; I71: Traffic Theory;
Filing Info
- Accession Number: 00345834
- Record Type: Publication
- Source Agency: Transportation Association of Canada (TAC)
- Report/Paper Numbers: Monograph
- Files: ITRD, TRIS
- Created Date: Feb 27 1982 12:00AM