The Explicit Expression of Average Run Length for ARFIMAX (1, d, 1) Procedure

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Published: Jun 30, 2019
Keywords:
ARFIMAX procedure EWMA control chart Average Run Length (ARL)

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Piyaphon Paichit
Department of Statistics, Faculty of Science, Silpakorn University, Sanamchandra palace campus, NakhonPathom 73000, Thailand

Abstract

The purpose of this research was to derive the Explicit Expression of ARL for Exponential Weighted Moving Average (EWMA) control chart when observations are explained by ARFIMAX (1,d,1) process with exponential white noise. The results of the ARL obtained from the Explicit Expression and Integral Equation (IE) were in good accordance, with the Explicit Expression taking time to calculate ARL.

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How to Cite
Paichit, P. . (2019). The Explicit Expression of Average Run Length for ARFIMAX (1, d, 1) Procedure. KKU Science Journal, 47(2), 369–379. Retrieved from https://ph01.tci-thaijo.org/index.php/KKUSciJ/article/view/250012
Issue
Vol. 47 No. 2 (2019): April - June 2019
Section
Research Articles
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