may use content in the JSTOR archive only for your personal, non...

45
http://www.jstor.org Techniques for Testing the Constancy of Regression Relationships over Time Author(s): R. L. Brown, J. Durbin, J. M. Evans Source: Journal of the Royal Statistical Society. Series B (Methodological), Vol. 37, No. 2, (1975), pp. 149-192 Published by: Blackwell Publishing for the Royal Statistical Society Stable URL: http://www.jstor.org/stable/2984889 Accessed: 30/06/2008 07:18 Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/action/showPublisher?publisherCode=black. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit organization founded in 1995 to build trusted digital archives for scholarship. We work with the scholarly community to preserve their work and the materials they rely upon, and to build a common research platform that promotes the discovery and use of these resources. For more information about JSTOR, please contact [email protected].

Transcript of may use content in the JSTOR archive only for your personal, non...

Page 1: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression

http://www.jstor.org

Techniques for Testing the Constancy of Regression Relationships over TimeAuthor(s): R. L. Brown, J. Durbin, J. M. EvansSource: Journal of the Royal Statistical Society. Series B (Methodological), Vol. 37, No. 2,(1975), pp. 149-192Published by: Blackwell Publishing for the Royal Statistical SocietyStable URL: http://www.jstor.org/stable/2984889Accessed: 30/06/2008 07:18

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at

http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless

you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you

may use content in the JSTOR archive only for your personal, non-commercial use.

Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at

http://www.jstor.org/action/showPublisher?publisherCode=black.

Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed

page of such transmission.

JSTOR is a not-for-profit organization founded in 1995 to build trusted digital archives for scholarship. We work with the

scholarly community to preserve their work and the materials they rely upon, and to build a common research platform that

promotes the discovery and use of these resources. For more information about JSTOR, please contact [email protected].

Page 2: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 3: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 4: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 5: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 6: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 7: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 8: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 9: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 10: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 11: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 12: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 13: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 14: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 15: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 16: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 17: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 18: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 19: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 20: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 21: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 22: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 23: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 24: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 25: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 26: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 27: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 28: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 29: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 30: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 31: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 32: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 33: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 34: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 35: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 36: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 37: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 38: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 39: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 40: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 41: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 42: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 43: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 44: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression
Page 45: may use content in the JSTOR archive only for your personal, non …pds9.egloos.com/pds/200807/01/78/CUSUM_TEST.pdf · 2008. 7. 1. · Techniques for Testing the Constancy of Regression