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Research Article Open access CC BY 4.0

Decomposition with the Mixed Model in Time Series Analysis using Buys-Ballot Procedure

Kelechukwu C. N. Dozie, Christian C. Ibebuogu

Asian Journal of Advanced Research and Reports · pp. 8–18 · Published 30 Jan 2023

10.9734/ajarr/2023/v17i2465

Abstract

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. In this article, the Buys-Ballot method of decomposition of time series is discussed with emphasis on the mixed model. The analysis indicates that, the estimated and computed trend parameters, seasonal indices and the residual components are listed. Therefore, the residual mean obtained is 0.9749, while the variance is 0.0047. Hence, the fitted mixed decomposition model becomes.  \(\hat{X}\)t  = (2.9749-0.0016t) \(\hat{S}\)t

Buy-Ballot method time series decomposition mixed model transformation linear trend component

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