Review Paper
Year: 2020 | Month: April-June | Volume: 4 | Issue: 2 | Pages: 35-40
Properties of Buys-Ballot Estimates for Mixed Model in Time Series Decomposition
K.C. N. Dozie1, U.M Uwaezuoke2
1Department of Statistics, Imo State University, Owerri, Imo State Nigeria.
2Department of Mathematics, Imo State University, Owerri, Imo State Nigeria
Corresponding Author: K.C. N. Dozie
ABSTRACT
This paper discusses the statistical properties of Buys-Ballot estimates of linear trend component in descriptive time series analysis and admits mixed model. The emphasis is to characterize the properties of row, column and overall means and variances of the Buys-Ballot table. The method employed in this paper is the Buys-Ballot procedure developed for choice of appropriate model for decomposition, choice of appropriate transformation and assessment/estimation of linear trend parameters and seasonal component based on means and variances of the Buys-Ballot table. The Minitab 17.0 version statistical software is also employed in this paper. The Buys-Ballot estimates for mixed model, indicates that the column variances (σ2j) depends on the column j only through the square of the seasonal effect S2j.
Keywords: Choice of Model, Time Series Decomposition, Trend-Cycle Component Mixed Model, Buys-Ballot Table.
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