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  • Recent Advances in Prediction Theory
    95% critial value at lag I and lag 2 only (see fig. 17). Because we have a model for which the autocorrelations ... 3 i0 5.1 2 X (4) 95Z Critical value 9.5 Fi6ure 17. - Bivariate partial autoeorrelations: chi-square ...

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    • Authors: Craig F Ansley, Robert J Johansen, Irwin T Vanderhoof, William E. Wecker
    • Date: Oct 1979
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Forecasting