AN ALGORITHM TO FIND SIGNIFICANT COMMODITIES IN STOCHASTIC LASPEYRES REGRESSION MODEL.

  • Department of statistics, university of Karachi, Karachi.
  • Institute of business management, Karachi.
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  • References
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The main objective of this paper is to develop a step by step procedure to discover the influential commodities in stochastic Laspayres regression model when the errors are assumed to be serially correlated with autoregressive process of order p. The two familiar methods of finding unusual observations the ?Hat matrix? and difference in parameter vector beta i.e. ?DFBETA? are considered in this algorithm. This algorithm facilitates the researcher to carry out their research in convenient way.


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[Arfa Maqsood, S. M. Aqil burney and Suboohi Safdar. (2019); AN ALGORITHM TO FIND SIGNIFICANT COMMODITIES IN STOCHASTIC LASPEYRES REGRESSION MODEL. Int. J. of Adv. Res. 7 (Apr). 792-797] (ISSN 2320-5407). www.journalijar.com


Dr. Arfa Maqsood
Department of Statistics, University of Karachi

DOI:


Article DOI: 10.21474/IJAR01/8887      
DOI URL: https://dx.doi.org/10.21474/IJAR01/8887