A comparison between the Linear Regression Model with autocorrelated errors and the Partial Adjustment Model

Stochastic Environmental Research and Risk Assessment

Volumn 24, Issue 4, 2010, Pages 499-511

  Mouriño, Helena ^a   Barão, Maria Isabel ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

Autoregressive Stationary Processes; Correlated errors; Partial Adjustment Model; Stochastic regressors; Upwelling

Indexed keywords

ADJUSTMENT MODEL; APPROPRIATE MODELS; AUTO-REGRESSIVE; AUTOCORRELATED; AUTOCORRELATED ERRORS; COASTAL UPWELLING; CORRELATED ERRORS; DESIGN MATRIX; ERROR TERMS; ESTIMATED MODEL; FITTED VALUES; LINEAR REGRESSION MODELS; STATIONARY PROCESS;

AUTOCORRELATION; ERRORS; FEATURE EXTRACTION; LINEAR REGRESSION; PARAMETER ESTIMATION; STOCHASTIC SYSTEMS; TIME SERIES;

STOCHASTIC MODELS;

AUTOCORRELATION; COASTAL CIRCULATION; ERROR ANALYSIS; ESTIMATION METHOD; FORECASTING METHOD; MODELING; PARAMETERIZATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; UPWELLING;

EID: 77955054544     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-009-0340-0     Document Type: Article

References (20)

1. Alpuim T, El-Shaarawi A (2005) Modelling monthly temperature data in Lisbon and Prague. University of Lisbon-Mathematics pre-prints.
2. Alpuim T, El-Shaarawi A (2008) On the efficiency of regression analysis with AR(p) errors. J Appl Stat 35(7): 717-737.
3. Bakun A (1973) Coastal upwelling indices, West Coast of North America, 1946-71. NOAA technical report NMFS SSRF-671. National Marine Fisheries Service, Seattle.
4. Bode A, Varela M (1998) Primary production and phytoplankton in three Galician Rias Altas (NW Spain): seasonal and spatial variability. Sci Mar 62(4): 319-330.
5. Bouette JC, Chassagneux JF, Sibai D, Terron R, Charpentier A (2006) Wind in Ireland: long memory or seasonal effect? Stoch Environ Res Risk Assess 20(3): 141-151.
6. Chavez FP, Michisaki RP, Friederich GE, Pennington JT, Schlining B, Fayos C, Walz P, Sakamoto C, Hopcroft R, Kudela R, Castro C, Mauri E, Buck KR (2000) A ten-year time series from Monterey Bay california: seasonal, interannual and long-term patterns. MBARI Research and Development Division. http://www. mbari. org/bog/Projects/CentralCal/.
7. Franses PH (1996) Periodicity and stochastic trends in economic time series-advanced texts in econometrics. Oxford University Press, Inc., Oxford.
8. Greene WH (1993) Econometric analysis, 2nd edn. Prentice Hall, New Jersey.
9. Harvey AC (1990) The econometric analysis of time series, 2nd edn. Prentice Hall.
10. Hendry DF (1997) Dynamic econometrics-advanced texts in econometrics. Oxford University Press, Oxford.
11. Judge GG, Griffiths WE, Hill RC, Lütkepohl H, Lee TC (1985) The theory and practice of econometrics, 2nd edn. Wiley, New York.
12. Kudela R, Pitcher G, Probyn T, Figueiras P, Moita T, Trainer V (2005) Harmful algal blooms in coastal upwelling systems. Oceanography 18(2): 185-197.
13. Mishra AK, Desai VR (2005) Drought forecasting using stochastic models. Stoch Environ Res Risk Assess 19(5): 326-339.
14. Moita MT (2001) Estrutura, Variabilidade e Dinâmica do Fitoplâncton na Costa Portuguesa. Ph. D. thesis, Faculdade de Ciências da Universidade de Lisboa, Lisbon, Portugal.
15. Moita MT, Oliveira PB, Mendes JC, Palma AS (2003) Distribution of chlorophyll-a and Gymnodinium catenatum associated with coastal upwelling plumes off central Portugal. Acta Oecol 24: 125-132.
16. Nunes MHMS (2007) Dynamics relating phytoplankton abundance with upwelling events. An approach to the problem of missing data in the Gaussian context. Ph. D. thesis, Universidade de Lisboa, Lisbon, Portugal.
17. Palma AS, Mouriño H, Moita MT, Silva A, Vilarinho MG, Barão MI (2008) Can pseudo-nitzschia blooms be modeled by coastal upwelling in Lisbon Bay? (submitted).
18. Pitcher G, Moita T, Trainer V, Kudela R, Figueiras P, Probyn T (2005) Geohab 2005: global ecology and oceanography of harmful algal blooms, GEOHAB core research project: habs in upwelling systems. Technical report N. 3, IOC and SCOR, Paris and Baltimore.
19. Shih D (2008) Wind characterisation and potential assessment using spectral analysis. Stoch Environ Res Risk Assess 22(2): 247-256.
20. Skogsberg T (1936) Hydrography of Monterey Bay, California. Thermal conditions, 1929-1933. In: Transactions of the American Philosophical Society held at Philadelphia for promoting useful knowledge, vol 29, pp 1-152.