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Abstract

The Best linear unbiased estimate (BLUE) of Buys-Ballot estimates when trend-cycle component is linear are discussed in this paper.  The estimates are those proposed by Iwueze and Nwogu (2004).  Discussed are the Chain Based Estimation (CBE) method and the Fixed Based Estimation (FBE) method.  The variates for the CBE method were found to have constant mean and variance but are correlated with only one significant autocorrelation coefficient at lag one. The variates for the FBE method were found to have constant mean, non-constant variance but with constant autocorrelation coefficient at all lags .  Because the CBE variates exhibit stationarity, Best Linear unbiased estimators of the slope and intercept were derived.  Numerical examples were used to illustrate the methods.

Keywords

Best linear unbiased Estimator Buys-Ballot derived variables stationarity minimum variance Moving Average Process of order one.

Article Details

Author Biography

iheanyi sylvester iwueze, Department of Statistics Federal University of Technology P.M.B. 1526 Owerri Imo State Nigeria

Department of Statistics Professor
How to Cite
iwueze, iheanyi sylvester. (2011). BEST LINEAR UNBIASED ESTIMATE USING BUYS-BALLOT PROCEDURE WHEN TREND-CYCLE COMPONENT IS LINEAR. Pakistan Journal of Statistics and Operation Research, 7(2), 199-216. https://doi.org/10.18187/pjsor.v7i2.183