Tsumption of Linearity for Sales of Stateesting the As Company for Electrical Industries | ||
journal of Economics And Administrative Sciences/ University of baghdad | ||
Article 1, Volume 18, Issue 67, July 2012, Pages 289-304 | ||
Abstract | ||
Abstract In this study, the four tests employed for non-linear dependence which is Engle (1982), McLeod &Li (1983), Tsay (1986), and Hinich & Patterson (1995). To test the null hypothesis that the time series is a serially independent and identical distribution process .The linear structure is removed from the data which is represent the sales of State Company for Electrical Industries, through a pre-whitening model, AR (p) model .From The results for tests to the data is not so clear. | ||
Keywords | ||
non; linear dependence test; time series; non; linear behavior for data | ||
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