The diagnosis of the m dimensional AR(1) models
Xiaolong Ren · Journal of Northwest University · 2010
Aim To use diagnosis in the whole process of statistical inferences for solving problems,and the influence analysis is a very important branch.The influence analysis of the m dimensional AR(1) models is discussed.Methods The concise diagnostic expression based on case deletion model of the two dimensional AR(1) models.Results Then the Cook test is derived.Conclusion Finally,the generalized Cook test of the m dimensional AR(1) models is obtained.