Time Series Analysis

(Elective III)

Er. Sushil Adhikari

Department of Civil and Geomatic Engineering,
Pashchimanchal Campus
continuous
Test the goodness of fit of normal distribution to
the observed data at 5% significance level by chi
squared test.
Given data x rank (m) Exceed probability P(x) Z F(x)=F(z)
2860 5140 1 0.05 0.95 2.58 0.99 0.04
3090 4050 2 0.1 0.9 1.77 0.96 0.06
4050 3090 3
1220 2860 4
1630 2670 5
1840 1840 6
450 1630 7
1610 1630 8
650 1610 9
1630 1450 10
430 1220 11
300 1000 12
510 650 13
1000 630 14
350 510 15
630 450 16
1450 430 17
2670 350 18
5140 300 19

Given data x rank (m) Exceed probability P(x) Z F(x)=F(z)

2860 5140 1 0.05 0.95 2.58 0.99 0.04
3090 4050 2 0.1 0.9 1.77 0.96 0.06
4050 3090 3
1220 2860 4
1630 2670 5
1840 1840 6
450 1630 7 𝑚
Exceedance probability = 𝑛+1
1610 1630 8 P(x) = 1-exceedance prob.
650 1610 9 𝑥−𝜇
1630 1450 10 𝑧 =
𝜎
430 1220 11 F(x) = from z-table
300 1000 12 = 𝑚𝑎𝑥 𝑃 𝑥 − 𝐹(𝑥)
510 650 13
1000 630 14
350 510 15
630 450 16
1450 430 17
2670 350 18
5140 300 19