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

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