com.imsl.test.example.stat

Class LackOfFitEx1

java.lang.Object

com.imsl.test.example.stat.LackOfFitEx1

public class LackOfFitEx1
extends Object

Performs a lack-of-fit test between an \(\text{ARMA}(2,1)\) and Wolfer's sunspot data.

Consider the Wölfer Sunspot Data (Anderson 1971, page 660) consisting of the number of sunspots observed each year from 1749 through 1924. The data set for this example consists of the number of sunspots observed from 1770 through 1869. An \(\text{ARMA}(2,1)\) with nonzero mean is fit to the series. and the autocorrelations of the residuals are estimated using the AutoCorrelation class. Class LackOfFit is used to compute a portmanteau lack of fit test using 10 lags. The warning message from ARMA in the output can be ignored. (See ARMAEx2 for a full explanation of the warning message.)

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
LackOfFitEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LackOfFitEx1

public LackOfFitEx1()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception