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The document presents a statistical analysis involving time series data, including autoregressive and moving average components. It features frequency distributions of various events over months, such as minor, serious, and fatal incidents, as well as safe, killed, and injured statistics. Additionally, it includes confidence bands for model predictions and lag analysis.

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Oke Taiye
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9 views23 pages

Manuscript

The document presents a statistical analysis involving time series data, including autoregressive and moving average components. It features frequency distributions of various events over months, such as minor, serious, and fatal incidents, as well as safe, killed, and injured statistics. Additionally, it includes confidence bands for model predictions and lag analysis.

Uploaded by

Oke Taiye
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

𝑌𝑡 ⋯ ∑𝑞ℓ=0 𝛽ℓ 𝑒𝑡−ℓ 𝜀𝑡

𝑌𝑡 ⋯ ∑𝑝ℓ=1 𝛼ℓ 𝑌𝑡−ℓ 𝜀𝑡 𝜙<1

⋯ ⋯
𝜀𝑡 is called 𝜀𝑡 ) = 0 𝑎𝑛𝑑 𝑉(𝜀𝑡 ) = 𝜎

𝜙ℓ = 0 𝜃ℓ =

0, for all ℓ )

𝑌𝑡 𝛽′ ∑𝑝ℓ=1 𝛼𝑗 𝛥𝑌𝑡−𝑗 + 𝜀𝑡
140

120

100
Frequency

80

60

40

20

0
January February March April May June july August September October November December

Sum of Minor
Month
Sum of Serious Sum of Fatal

1200

1000

800
Frequency

600

400

200

0
January February March April May June July August September October November December
Sum of Safe Month
Sum of Killed Sum of Injured

250

200
Frequency

150

100

50
January February March April May June July August September October November December
Month
2100

1800

1500

1200

900

600
January February March April May June July August September October November December
1.00
0.50
0.00
-0.50
-1.00
-1.50

0 10 20 30
Lag
95% Confidence bands [se = 1/sqrt(n)]
0.40
0.20
0.00
-0.20
-0.40

0 10 20 30
Lag
Bartlett's formula for MA(q) 95% confidence bands
70

60

50
Frequency

40

30

20

10

0
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67 70 73 76 79 82 85 88
RTC MonthPrediction
•

•
•

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