Simultaneous Model Change Detection in Multivariate Linear Regression With Application to Indonesian Economic Growth Data

<div>The approximated lower quantiles of <span class="nowrap"><svg height="18.3848pt" id="M277" style="vertical-align:-6.1266pt" version="1.1" viewbox="-0.0498162 -12.2582 26.7813 18.3848" width="26.7813pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M667 0V28C619 34 599 43 546 100C496 154 386 277 311 372C378 440 449 512 488 547C551 605 575 615 650 622V650H410V622L433 619C478 614 479 604 449 568C404 513 337 443 282 390C254 364 234 350 212 345V520C212 609 222 616 299 622V650H41V622C120 616 128 611 128 520V128C128 41 120 34 44 28V0H304V28C221 34 212 41 212 128V318C229 321 242 318 266 291C355 185 436 87 514 0H667Z"></path></g><g transform="matrix(.013,0,0,-0.013,8.782,0)"><path d="M409 504C401 567 396 607 392 642C354 654 312 665 266 665C137 665 60 583 60 487C60 374 161 325 225 290C300 250 355 215 355 141C355 68 311 21 235 21C131 21 86 122 71 183L41 176C48 128 61 42 68 21C78 16 93 8 118 0C142 -7 175 -15 216 -15C349 -15 438 69 438 174C438 287 344 333 265 374C186 414 138 449 138 522C138 576 172 631 249 631C336 631 363 562 380 499L409 504Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,14.967,-5.741)"><path d="M309 -142C211 -61 151 99 151 271S210 601 309 683L288 710C141 611 75 451 75 272V271C75 90 141 -72 288 -169L309 -142Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,18.225,-5.741)"><path d="M504 89L488 119C453 85 428 69 416 69C408 69 405 75 412 102L462 304C492 438 460 451 436 451S388 441 356 423C311 397 229 336 170 256H168L189 340C208 418 200 451 177 451C144 451 82 413 24 352L40 322C65 345 98 369 108 369C114 369 119 363 112 335L28 -3L36 -12C54 -3 83 4 112 10C125 73 138 122 153 174C205 258 328 382 376 382C395 382 399 369 384 305L330 93C312 25 323 -12 351 -12C378 -12 439 21 504 89Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,22.884,-5.741)"><path d="M283 271C283 451 220 610 70 710L48 683C146 603 207 443 207 271S149 -59 48 -142L70 -169C220 -67 283 90 283 271Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,14.967,3.784)"><path d="M573 302C573 402 527 451 414 451C386 451 343 446 313 437L330 513L320 522C295 508 261 484 243 463L230 415C194 400 159 383 126 359L131 330C159 344 187 357 222 368L109 -147C96 -204 80 -214 18 -223L13 -255L256 -244L259 -212L236 -210C184 -205 180 -195 191 -141L219 -1C240 -10 268 -12 284 -12C352 4 431 48 484 104C543 166 573 240 573 302ZM481 290C481 165 381 37 305 37C280 37 249 56 235 71L302 395C328 399 353 402 372 402C427 402 481 378 481 290Z"></path></g></svg>.</span> The simulation results are based on 100000 runs.</div>

Journal of Applied Mathematics

tab1

Table 1

Table 1: Simultaneous Model Change Detection in Multivariate Linear Regression With Application to Indonesian Economic Growth Data 