1. A. I. McLeod (2011, in
preparation). Some Mathematica
Demonstrations for Teaching Statistics.
2. Changjiang Xu
and A. Ian McLeod (2011, in preparation). On the Generalized Information
Criterion for Linear Model Selection.
3. Changjiang Xu
and A. Ian McLeod (2011, Under Review).
On Asymptotic Properties of Generalized Information Criterion for Model
Selection
4. Ying Zhang, Hao Yu and A. Ian McLeod (2011, Under Review). Computer
Algebra Approach to Unit Root Testing
5. Esam Mahdi
and A. Ian McLeod (2011, Under Review). Improved
Multivariate Portmanteau Test
6. McLeod, A.I. and Zhang, Ying
(2008). Improved Subset Autoregression: With R
Package. Journal of Statistical Software 28/2 1-28. http://www.jstatsoft.org/v28/i02
7. Vingilis, E.R.; McLeod, A.I.; Mann,
R.E. and Seeley, J.F. (2008). A tale of two cities: the effect of extended
drinking hours in licensed establishments on assaults and impaired driving
offences. Traffic Injury Prevention, 9, 527-533.
8. Lin, Jen-Wen
and McLeod (2008). Portmanteau Tests for ARMA Models with Infinite
Variance. Journal of Time Series Analysis, 29, 600-617. Preprint. Reprint
9. A.I. McLeod andY. Zhang (2008), Faster ARMA
maximum likelihood estimation, Computational Statistics & Data Analysis,
52-4, 2166-2176. Available online: doi:10.1016/j.csda.2007.07.020. Preprint DOI link: http://dx.doi.org/10.1016/j.csda.2007.07.020
Web Supplement
10. McLeod, A.I and Vingilis, E. (2008). Power Computations in Time Series Analyses for Traffic Safety Interventions. Accident Analysis & Prevention, 40, 1244-1248. Preprint PDF Online power calculator. Also available online at PubMed Central: http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=2447167
11. McLeod, A.I., Yu, Hao and Krougly, Z. (2007).
Algorithms for Linear Time Series Analysis: With R Package. Journal of
Statistical Software 23/5 1-26. http://www.jstatsoft.org/v23/i05 CRAN:ltsa CRAN:FGN
12. Vingilis, E., McLeod, A.I., Stoduto, G., Seeley, J. and Mann, R.E. (2007). Impact of
Extended Drinking Hours in Ontario on Motor Vehicular Collision and Non-Motor
Vehicular Collision Injuries. Journal of Studies on Alcohol and Drugs 68/6, 905--912. Preprint.
Javascript Power Calculator
13. J.-W. Lin and McLeod, A.I.
(2006). Improved Pena-Rodriguez Portmanteau Test. Computational
Statistics and Data Analysis, 51, 1731-1738. Reprint
14. McLeod, A.I. and Zhang, Y.
(2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis,
27, 599-612. Reprint.
15. Zhang, Y. and McLeod, A.I.
(2006). Fitting MA(q) Models in the Closed
Invertible Region, Statistics and Probablity
Letters, 76, 1331-1334. Preprint.
Reprint
16. Zhang, Y. and McLeod, A.I.
(2006), Computer Algebra Derivation of the Bias of Burg Estimators, Journal
of Time Series Analysis 27, 157-165. PDF Webpage Reprint
17. Vingilis, E., McLeod, A.I., Seeley,
J., Mann, R., Voas, R. and Compton, C. (2006), The
Impact of Ontario, Canada’s Extended Drinking Hours on Cross-Border Cities of
Windsor and Detroit, Accident Analysis and Prevention 38,
63-70. PDF. http://authors.elsevier.com/sd/article/S0001457505001193
18. McLeod, A.I. and Vingilis, E.R. (2005), Power Computations for Intervention
Analysis, Technometrics. 47,
174-180. Reprint.
Companion Webpage
The manuscript NIHMS51329 "Power Computations for Intervention
Analysis" has been loaded into PubMed Central and made available for
public access: http://www.pubmedcentral.gov/articlerender.fcgi?artid=2714195
19. Kajitani, Y., Hipel, K.W. and McLeod, A.I. (2005),
Forecasting Nonlinear Time Series with Feed-Forward Neural Networks: A
Case Study of Canadian Lynx Data, Journal of Forecasting. 24,
105--117. PDF
20. Vingilis, E., McLeod, A.I., Seeley,
J., Mann, R.E., Stoduto, G., Compton, C., Beirness, D. (2005), Road Safety Impact of Extended
Drinking Hours in Ontario, Accident Analysis and Prevention. 37,
547-556. PDF HTML
21. McLeod, A.I., Zhang, Y. and
Yu, H. (2003). Multiple Choice Randomization, Journal of
Statistics Education, Volume 11, Number 1, http://www.amstat.org/publications/jse/v11n1/mcleod.html.
PDF
22. McLeod, A.I. and Provost,
S.P. (2001). Multivariate Data Visualization in Encyclopedia
of Environmetrics, pp.1333-1344. Edited by Abdel El-Shaarawi and Walter Piegorsch.
New York: Wiley. PDF PDF-Notebook
23. McLeod, A.I. and Quenneville, B. (2001), Mean likelihood estimators. Statistics
and Computing 11, 57-65. Electronic
Supplements. PDF
Reprint
24. McLeod, A.I. (1999),
Necessary and sufficient condition for nonsingular
Fisher information matrix in ARMA and fractional ARMA models. The Americian Statistician 53, 71-72. Software
PDF
25. McLeod, A.I. (1999), Improved spread-location visualization. Journal of
Graphical and Computational Statistics 8,
135-141. Software
PDF Mathematica Notebook
26. McLeod, A.I., (1996),
Diagnostic checking for monotone spread. Computational Statistics and Data
Analysis 26, 437-443. Summary Software PDF
File
27. McLeod, A.I. (1998), Hyperbolic decay time series. The Journal of Time
Series Analysis 19, 473-484. PDF
28. McLeod, A.I. & Hipel, K.W. (1995), Exploratory
spectral analysis of hydrological time series, Journal of Stochastic
Hydrology and Hydraulics 9, 171-205. PDF
29. Valz, P., McLeod, A.I. &
Thompson, M.E., (1995), Cumulant generating function
and tail probability approximations for Kendall's score with tied rankings, Annals
of Statistics 23, 144-160. PDF.
30. McLeod, A.I. (1994)
Diagnostic Checking Periodic Autoregression Models
with Application, The Journal of Time Series
Analysis 15, 221-233. Addendum, Journal of Time Series Analysis 16,
p.647-648. PDF
31. McLeod, A.I., (1993), Parsimony,
model adequacy and periodic correlation in forecasting time series, International
Statistical Review 61, 387-393. PDF
32. McLeod, A.I. (1993), A note on ARMA model parameter redundancy, The Journal of
Time Series Analysis 14, 207-208. PDF
33. Kheoh, T.S. & McLeod, A.I.
(1992), Comparison of two modified portmanteau tests for model adequacy, Computational
Statistics and Data Analysis 14, 99-106.
34. McLeod, A.I., Hipel, K.W. & Bodo, B.
(1991), Trend analysis methodology for water quality time series, Envirometrics 2, 169-200.
35. Valz, P.D. & McLeod, A.I.
(1990), A simplified derivation of the variance of
Kendall's tau, The American Statistician 44, 39--40. PDF
36. Camacho, F., McLeod, A.I.
& Hipel, K.W. (1987), Contemporaneous bivariate time series, Biometrika
74, 103-113. PDF
37. Hipel, K.W. & McLeod, A.I.
(1989), Intervention Analysis in Environmental Engineering,
Environmental Monitoring and Assessment, 12, 185--201.
38. Jimenez, C., McLeod, A.I.
& Hipel, K.W. (1989), Kalman filter estimation of
periodic autoregressive-moving average models, Journal of Stochastic
Hydrology and Hydraulics, 3,227-240.
39. Kheoh, T.S. & McLeod, A.I. (1989),
On the forecast error variance of fitted time series
models, Pakistan Journal of Statistics, 5(3) B, 239-243.
40. Hipel, K.W., McLeod, A.I. & Weiler, R.R. (1988), Data analysis of water quality time
series in Lake Erie, Water Resources Bulletin 24, 533-544. PDF
41. McLeod, A.I. (1987). Simple
Random Sampling in Encyclopedia of
Statistical Sciences, Volume 7, ed. S. Kotz, N.L.
Johnson & C.B. Read. Wiley: New York.
42. Camacho, F., McLeod, A.I.
& Hipel, K.W. (1987), Multivariate
contemporaneous ARMA models with application to hydrology, Stochastic
Hydrology and Hydraulics, V.1, pp.141--154. PDF
43. Li, W.K. & McLeod, A.I.
(1987). ARMA modelling with non-Gaussian innovations,
Journal of Time Series Analysis, V.9,
pp.155--168. PDF
44. Noakes, D.J., Hipel,
K.W. & McLeod, A.I. (1987). Forecasting experiments with annual
geophysical time series, The
International Journal of Forecasting, V.4, pp.103--115.
45. McLeod, A.I., Noakes, D.J., Hipel, K.W. & Thompstone, R.M. (1987), Combining hydrologic forecasts, Water
Resources Planning and Management (ASCE) 113, 29-41. PDF
46. Thompstone, R.M., Hipel,
K.W. & McLeod, A.I. (1986), Powerhouse Inflow Forecasting, International
Journal of Hydroelectric Energy, 4,
289--298.
47. Li, W.K. & McLeod, A.I.
(1986), Fractional time series modelling, Biometrika
73, 217--221. PDF
48. Noakes, D.J., McLeod, A.I. & Hipel, K.W. (1985), Forecasting seasonal hydrological time
series, The International Journal of Forecasting 1,
179-190. PDF
49. McLeod, A.I. & Jiménez, C. (1984), Nonnegative definiteness of the sample
autocorrelation function, The American Statistician, 38,
p.297. PDF
50. McLeod, A.I. (1984), Duality
and other properties of multiplicative autoregressive-moving average models, Biometrika 71, 207-211. PDF
51. McLeod, A.I. & Li, W.K.
(1983), Diagnostic checking ARMA time series models using squared-residual
autocorrelations, Journal of Time Series Analysis 4,
269-273. PDF
52. McLeod, A.I., Hipel, K.W. & Camacho, F. (1983), Trend assessment of
water quality time series, Water Resources Bulletin, 19
537-547. PDF
53. McLeod, A.I. & Sales,
P.R.H. (1983), An algorithm for approximate likelihood
calculation of ARMA and seasonal ARMA models, Applied Statistics 32,
211-223. PDF
54. McLeod, A.I. & Bellhouse, D.R. (1983), A convenient algorithm for drawing
a simple random sample, Applied Statistics 32, 182-184. Summary
PDF
55. Thompstone, R.M., Hipel,
K.W. \& McLeod, A.I. (1983). Transfer function noise modelling for
powerhouse inflow forecasting. INFOR 21, 258-269.
56. Li, W.K. & McLeod, A.I.
(1981), Distribution of the residual autocorrelation in multivariate ARMA time
series models, Journal of the Royal Statistical Society B 43,
231-239. PDF
57. Baracos, P.C., Hipel,
K.W. & McLeod, A.I. (1981). Modelling hydrological time series
from the Arctic. Water Resources Bulletin, V.17, pp.414--422.
58. Hipel, K.W., Lettenmaier,
D.P. \& McLeod, A.I. (1979). Assessment of environmental impact, Part
1, Intervention analysis. Environmental Management, V.2,
pp.529--535.
59. Lettenmaier,
D.P., Hipel, K.W. \& McLeod, A.I. (1979).
Assessment of environmental impact, Part 2, Data collection.
Environmental Management, V.2, pp.537--554.
60. McLeod, A.I. (1979),
Distribution of the residual cross correlations in univariate ARMA time series
models, Journal of the American Statistical Association 74,
849-855. PDF
61. McLeod, A.I. (1978), On the distribution and applications of residual
autocorrelations in Box-Jenkins modelling, Journal of the Royal Statistical
Society B 40, 296-302. PDF
62. McLeod, A.I. & Hipel, K.W. (1978), Simulation procedures for Box-Jenkins
models, Water Resources Research 14, 969-975. Appendix Containing Fortran Code
for WASIM. PDF
63. McLeod, A.I. & Hipel, K.W. (1978), Preservation of the rescaled adjusted
range, Part 1, A reassessment of the Hurst phenomenon,
Water Resources Research 14, 491-508. PDF
64. Hipel, K.W. & McLeod, A.I.
(1978), Preservation of the rescaled adjusted range, Part 2, Simulation studies
using Box-Jenkins models, Water Resources Research 14,
509-516. PDF
65. Hipel, K.W., McLeod, A.I. &
Lennox, W.C. (1977). Advances in Box-Jenkins modelling, Part 1, Theory. Water
Resources Research, V.13, pp.567--575. PDF
66. McLeod, A.I., Hipel, K.W. & Lennox, W.C. (1977). Advances in
Box-Jenkins modelling, Part 2, Applications. Water Resources Research,
V.13, pp.576--586. PDF
67. Hipel, K.W., McLeod, A.I. & McBean, E.A. (1977).
Stochastic modelling of the effects of reservoir operation. Journal of
Hydrology, V.32, pp.99--113.
68. McLeod, A.I. (1977), Improved
Box-Jenkins estimators, Biometrika 64,
531-534. PDF
69. Hipel, K.W., McLeod, A.I. & McBean, E.A. (1977). Stochastic modelling of the effects of
reservoir operation''. Journal of Hydrology 32,
99-113.
70. Thompson, M.E. & McLeod,
A.I. (1976), The effects of economic variables upon
the demand for cigarettes in Canada, The Mathematical Scientist, 1,
121-132. PDF
71. Hipel, K.W., Lennox, W.C., Unny, T.E. & McLeod, A.I. (1975). Intervention
analysis in water resources. Water Resources Research, V.11,
pp.855--861.