• Journal of applied mathematics & informatics
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• 제9권1호
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• pp.289-301
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• 2002

This paper considers the Bayesian analysis of the regression model wish autoregressive errors. The Bayesian approach for finding the order p of autoregressive error is proposed and the proposed method can be simplified by generalized Savage-Dicky density ratio(Verdinelli and Wasser-man, [18]). And the Markov chain Monte Carlo method(Gibbs sample, [7]) is used in order to overcome the difficulty of Bayesian computations. Final1y, several examples are used to illustrate our proposed methodology.