Locally Most Powerful Test for the Random Coefficient Autoregressive Model

<p>The sample autocorrelation function (ACF) and partial autocorrelation function (PACF) plots of centering series <svg height="11.927pt" id="M205" style="vertical-align:-3.291101pt" version="1.1" viewbox="-0.0498162 -8.6359 13.6844 11.927" width="13.6844pt" xmlns="http://www.w3.org/2000/svg"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M748 650H522L515 622L546 617C580 611 587 604 565 575C518 513 469 451 419 393C376 474 349 534 330 580C318 609 325 612 361 618L383 622L392 650H151L144 622C214 616 224 612 257 543L360 327C270 218 187 124 159 95C106 40 92 34 26 28L17 0H252L259 28L236 31C189 37 188 47 209 78C249 136 308 210 377 294L478 79C494 44 487 37 449 32L418 28L409 0H673L680 28C596 34 591 39 554 116L436 361C526 469 574 521 604 553C659 612 669 614 739 622L748 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,9.88,3.132)"><path d="M329 433H203L239 587L230 596L147 534L123 433H57L30 395L34 388H115L61 129C37 16 59 -12 85 -12C147 -12 222 58 260 98L241 125C212 95 160 62 144 62C132 62 127 71 138 126L192 386L305 394L329 433Z"></path></g></svg> for the real data.</p>

Mathematical Problems in Engineering

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Figure 2

Figure 2: Locally Most Powerful Test for the Random Coefficient Autoregressive Model 