Lyubomir Ivanov
ANALYSIS OF THE AUTODETERMINATION COEFFICIENT STATISTICAL SIGNIFICANCE
Summary:
The study examines the issue of estimating the statistical signifi¬can¬ce of the autodetermination coefficient. The features of the proposed estimate are identified – bias, efficiency, consistency and sufficiency, and their relation¬ship with the length of the time series and the number of the autocorrelation coeffi¬cients used. Two approaches are proposed for testing the statistical signifi¬can¬ce hypothesis. The first one is used in long time series and involves calcu¬lating the properties of the Wald test (W), the likelihood ratio test (LR) and the Lagrange multiplier test (LM). The second approach is used in short time series on the basis of tabulated boundary values of the autodetermination coeffi¬cient. The study proposes an analysis scheme which was used in stu¬dying the time series of the main indicators of Bulgaria’s demographic develop¬ment for the period 1930 – 2011.
