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A Moment Behavior Tracking of Non-Gaussian Seasonal Autoregressive Model of First Order (Simulation Study) | ||
| Al Kut Journal of Economics Administrative Sciences | ||
| Article 1, Volume 1, Issue 4, 2011, Pages 1-16 | ||
| Author | ||
| dr mohamad kadory abrahem and wadah sabry abrahem | ||
| Abstract | ||
| This research aims at accounting the moments of Non-Gaussian Seasonal Auto-Regressive Model of First Order and determining the effects of (Seasonal period length, Parameter sign and Value, Random-error Distribution, and Sample size) on moments during accounting the statistical measures as (mean, variance, skewness and Kurtosis) for comparison by using Simulation method. The most important conclusions are: and increase wherever sample size increases, the and values when (S=12) are bigger than its values when (S=4) when ( ) is positive while the contrast will be when ( ) is negative, the distributions are Kurtosis when S=4 and 12 equally for all the samples sizes and the distributions whether the ( ) is positive or negative, and distributions has positive Skewness except the logistic distribution has negative Skewness. | ||
| Keywords | ||
| A Moment Behavior Tracking of Non; Gaussian | ||
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