Factor analysis, 369 Farrar-Glauber partial correlation test, 360 F distribution, 140-141, 159-163, 893-894
Feasible generalized least squares,
St. Louis, 532 Female literacy, 213-215 Finite distributed lag model, 663 Finite sample properties, 81 First-difference equation, 478 First difference form, 367, 448 First difference operator, 448 First-difference transformation, 478-481
First-order autoregressive process,
450, 838 First-order correlation coefficients, 231 First-order moving average process, 839 Fisher Index, 168 Fixed effects model, 640-647 compared to random effects model, 650-651 Fixed regressors, 337 Fixed values in repeated sampling, 66 Flexible accelerator model, 673 Forecast chi-square, 539-540 Forecast error, 9 Forecasting, 8-9, 835-865 ARIMA models, 837 with autocorrelated error term,
485-487 Box-Jenkins methodology,
840-848 dynamic, 486 examples, 862-864
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