Syntax
>> REGRESSION
Parent Command
> PARAMETER
Subcommand
>>> NONE
Description
This command selects the autoregression coefficient rho as the parameter to be adjusted or estimated. To partially account for time correlations, a first-order autogregressive time series model (AR1) can be applied to the residuals:
Autoregression is performed on the time-series residuals of a data set in block >>Â OBSERVATION, which must contain the command >>>> REGRESSION: rho. The data set is identified by its sequence number through subcommand >>>>Â INDEX:Â iset.
Example
> PARAMETER
>> REGRESSION
>>> NONE
>>>> VALUE
>>>> INDEX : 1
>>>> RANGE : -1.0 1.0
>>>> VARIATION : 0.1
<<<<
<<<
<<
> OBSERVATION
>> PRESSURE
>>> ELEMENT : A1125
>>>> Read DATA from FILE : pres.col
>>>> standard DEVIATION : 200.0 Pa
>>>> REGRESSION : 0.1
<<<<
<<<
See Also
>>>> REGRESSION | >> SHIFT | >> DRIFT