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Thread: monitoring of autocorrelated linear profiles using generalised estimation equation

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    monitoring of autocorrelated linear profiles using generalised estimation equation




    Hi,

    I am Charles Okon a research student from Nigeria.

    Question
    How can I compute the ARL comparisons under different shifts of intercept, slope and standard deviation of Hotelling T^2, MEWMA and MCUSUM at autocorrelated levels of 0.1, 0.5 and 0.9?

    I will like to know the statistical package that can run this analysis and the corresponding code.

    A sample of these computations is seen in the work of "A, Narvand and P, Soleimani" on "Phase 11 monitoring of autocorrelated linear profiles using linear mixed model" under the simulation studies section.

    I will be eternally grateful if you can get me out of this quagmire; I have been stuck in it for too long and can't make progress without the knowledge.

    Thanks.

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    Re: monitoring of autocorrelated linear profiles using generalised estimation equatio


    I am not sure, I got your question right.

    Here is explained in detail, how to generate an autocorrelated variable. Additionally you have to add intercept and slope. What do you mean with shift?

    Consuli
    Prediction is very difficult, especially about the future. (Niels Bohr)

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