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Research Article Open access CC BY 4.0

Comparison of Mixed and Multiplicative Models when Trend Cycle Component is Linear

Kelechukwu C. N. Dozie, Julius C. Nwanya

Asian Journal of Advanced Research and Reports · pp. 32–42 · Published 4 Aug 2020

10.9734/ajarr/2020/v12i430295

Abstract

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, with little or no regards to the mixed model. The main aim of this study is to compare the row, column and overall means and variances for mixed and multiplicative models using Buys-Ballot table for seasonal time series. Specific objectives are 1) to obtain and compare the expected values of means for mixed and multiplicative models 2) to estimate and compare trend parameters and seasonal indices (when there is no trend, that is (b = 0)). The study indicate that column variances ( ) of the Buys-Ballot table depends on the season j only through the square of the seasonal effect for mixed model and it is for multiplicative model, a quadratic function of the column j and square of the seasonal effect .

Time series decomposition trend cycle component mixed model multiplicative model expected value buys-ballot table.

Cited by 6

The Proposed Buys-Ballot Estimates for Multiplicative Model with the Error Variances

K. Dozie, M. Uwaezuoke · Journal of Engineering Research and Reports · 2023

Statistical Properties of Buys-Ballot Estimates for Multiplicative Model with the Error Terms

K. Dozie, C. C. Ibebuogu · Asian Journal of Research in Computer Science · 2023

Decomposition with the Additive Model with Exponential Trend Curve and Detection of Seasonal Effect in Descriptive Time Series

K. Dozie, Stephen O. Ihekuna · Journal of Engineering Research and Reports · 2023

Chi-Square Test in Time Series Data

K. Dozie, Stephen O. Ihekuna · Asian Journal of Probability and Statistics · 2022

On the Effect of Seasonal Averages and Standard Deviations on Buys-Ballot Estimates of Time Series Components in the Presence of Missing Values

K. Dozie, Stephen O. Ihekuna · Asian Journal of Advanced Research and Reports · 2022

Additive Seasonality in Time Series using Row and Overall Sample Variances of the Buys-Ballot Table

K. Dozie, Stephen O. Ihekuna · Asian Journal of Probability and Statistics · 2022

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