Tests for error correlation in the functional linear model

  • Lajos Horváth
  • Piotr Kokoszka
Chapter
Part of the Springer Series in Statistics book series (SSS, volume 200)

Abstract

In this chapter, we consider two tests for error correlation in the fully functional linear model, which we call Methods I and II They complement the tools described in Section 8.6 and the graphical goodness of fit checks used in Chapter 9. To construct the test statistics, finite dimensional residuals are computed in two different ways, and then their autocorrelations are suitably defined. From these autocorrelation matrices, two quadratic forms are constructed whose limiting distribution are chi–squared with known numbers of degrees of freedom (different for the two forms). The test statistics can be relatively easily computed using the R package fda.

Keywords

Covariance Autocorrelation Boulder Iraq Exxon Mobil 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Lajos Horváth
    • 1
  • Piotr Kokoszka
    • 2
  1. 1.Department of MathematicsUniversity of UtahSalt Lake CityUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

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