Multilevel modelling and time series analysis in ... - ERSO - Swov

Chapter 3The goodness-of-fit is clearly better than in the fully deterministic case: the AIC is smaller (-4.42instead of -3.77) as well as the BIC (-4.29 instead of -3.68).For all lags considered, the Box-Ljung test indicates that the most important model assumption,i.e. independence, is satisfied, as we already noted on the basis of Figure 3.6.9 and in Table3.6.5.Step 6: Test of auxiliary residuals Go to the STAMP window again and choose . In the Auxiliary residuals graphics window select Irregular, Level residual,Index plot, Density, Histogram, Normal, QQ plot, Write normality tests, andWrite values exceeding (3.5). Click OK. Use the menu or to save these graphs.The STAMP graphics window in GiveWin displays the auxiliary residuals of theirregular and of the level component and their density function and normalprobability plot: see Figure 3.6.10.210−1−220IrrRes Log_FI_fat1970QQ plot1980 1990 2000normal0.40.30.20.110−1DensityN(s=1.03)−4 −3 −2 −1 0 1 2 3SlpRes Log_FI_fat−2−20.4DensityN(s=0.988)−1 0 1 221970QQ plot1980 1990 2000normal0.20−2−3 −2 −1 0 1 2−1 0 1Figure 3.6.10: Auxiliary residuals and corresponding tests for the deterministic levelstochastic slope model applied to the log of Finnish fatalities.The following output describes the auxiliary residual test results for normality ascan be found in the Results window of GiveWin.