The study discusses the Buys-Ballot estimates for linear trend-cycle and seasonal indices with the expected values for mixed model in time series analysis. The emphasis is to derive the expected values of row, column and overall means of the of Buys-Ballot table for the mixed mod...
Open access
Research Article10.9734/ajr2p/2023/v7i4153
The expected values of Buys-Ballot estimates with the error terms for multiplicative model in time series decomposition when trend-cycle component is linear is discussed. The expected values of Buys-Ballot estimates of row, column and overall means with the error terms are derive...
Open access
Research Article10.9734/ajr2p/2023/v7i4151
This article proposes an estimation procedure of overall sample variances for the mixed model while comparing them with those of the additive and multiplicative models. The estimation procedure is based on the row, column and overall means and variances of time series data arrang...
Open access
Research Article10.9734/ajarr/2023/v17i10546
In this study, we discuss statistical properties of Buys-Ballot estimates for multiplicative model with their error terms. The aim of this study is to characterize the properties of the row, column and overall means and variances of the Buys-Ballot table for multiplicative model...
Open access
Research Article10.9734/ajrcos/2023/v16i3360
This article examines decomposition with the additive model. The procedure of decomposition has involved the four basic components and requires a method that can adequately estimate and investigate the trend parameters, seasonal indices and residual component of the series. This...
Open access
Research Article10.9734/jerr/2023/v25i7950
This article presents basic properties of Buys-Ballot estimates for seasonal variances for the mixed, multiplicative and additive models in time series. The emphasis is to characterize the basic properties of seasonal variances for purpose of choice of model. In this article, the...
Open access
Research Article10.9734/ajarr/2023/v17i2466
This article provides a general overview of the decomposition with the mixed model. The decomposition of such series into various components requires a method that can adequately estimate and investigate the trend parameters, seasonal indices and residual component of the series....
Open access
Research Article10.9734/ajarr/2023/v17i2465
This study examines the application of Chi-Square test in time series data which considers the mixed model structure and linear trending curve. The Chi-Square test is applied to the seasonal variances of the Buys-Ballot table. The emphasis is to assess the validity of the Chi-Squ...
Open access
Research Article10.9734/ajpas/2022/v20i3426
In this study, we consider the effect of seasonal averages and seasonal standard deviations on Buys-Ballot estimates of time series components in the presence of missing values. The emphasis is to compare seasonal averages with seasonal standard deviations in the presence and abs...
Open access
Research Article10.9734/ajarr/2022/v16i930501
This study considers test for seasonality in the additive model using the Buys-Ballot table and the nature of trending curves (linear, quadratic and exponential). The test is applied to the periodic and overall sample variances of the Buys-Ballot table to detect the presence and...
Open access
Research Article10.9734/ajpas/2022/v18i330447
The purpose of this study is to present the linear trend cycle component with the emphasis on the choice between mixed and multiplication models in time series analysis. Most of the existing studies have adequately dwelt more on choice of model between additive and multiplicative...
Open access
Research Article10.9734/ajarr/2020/v12i430295
This study presents the Buys-Ballot estimation procedure of row and seasonal variances in time series decomposition when trend component of time series is linear. Therefore, the main objective of this study is to obtain the Buys-Ballot estimates of row and seasonal variances for...
Open access
Research Article10.9734/ajarr/2020/v10i330245
This study discusses the effects of missing observations on Buys-Ballot estimate when trend-cycle component of time series is linear. The method adopted in this study is Decomposing Without the Missing Value (DWMV) which is used to estimate missing observations in time series dec...
Open access
Research Article10.9734/ajpas/2020/v6i330161
This study is designed to compare canonical and generalized canonical correlation analysis for two data sets using five continuous distributions namely; Beta, Exponential, Gamma, Weibull and Normal distributions as control. Simulation studies for samples of sizes n = 10, 20, 30,...
Open access
Research Article10.9734/ajrcos/2023/v16i3364
This study looks at the effects of replication on prediction variance performances of inscribe central composite design especially those without replication on the factorial and axial portion (ICCD1), inscribe central composite design with replicated axial portion (ICCD2) and ins...
Open access
Research Article10.9734/ajpas/2020/v8i130194