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)

• 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.
• 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