Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation

<table class="table-group" id="tab2"><tr><td><table class="table"><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr class="thead"><td align="left"></td><td align="center">Congestion duration (periods)</td></tr><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr><td align="left">Mean</td><td align="center">4.69</td></tr><tr><td align="left">Standard deviation</td><td align="center">7.41</td></tr><tr><td align="left">Variance</td><td align="center">54.97</td></tr><tr><td align="left">Skewness</td><td align="center">4.78</td></tr><tr><td align="left">Excess kurtosis</td><td align="center">32.14</td></tr><tr><td align="left"><svg height="14.3125" id="M68" style="vertical-align:-2.2932pt" version="1.1" viewbox="0 0 13.175 14.3125" width="13.175" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg>(10)</td><td align="center">60.366</td></tr><tr><td align="left">LM ARCH (4)</td><td align="center">17.871</td></tr><tr class="table-tr"><td colspan="2"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Statistical specifications of (a) congestion duration data and (b) the duration of related uncongested traffic periods.

Journal of Probability and Statistics

tab2

Table 2

Table 2: Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation 