Abstract
In this study, the four tests employed for non-linear dependence which is Engle (1982), McLeod &Li (1983), Tsay (1986), and Hinich & Patterson (1995). To test the null hypothesis that the time series is a serially independent and identical distribution process .The linear structure is removed from the data which is represent the sales of State Company for Electrical Industries, through a pre-whitening model, AR (p) model .From The results for tests to the data is not so clear.
DOI
10.33095/jeas.v18i67.1027
Subject Area
Statistical
First Page
289
Last Page
304
Recommended Citation
Naser Al-obedy, J. A. (2012). Testing the Assumption of Linearity for Sales of State Company for Electrical Industries. Journal of Economics and Administrative Sciences, 18(67), 289-304. https://doi.org/10.33095/jeas.v18i67.1027
