Detection of special-types of spatiotemporal heterogeneity in spatiotemporal autoregressive varying coefficient models

Then, two statistics based on the residual sum of squares are constructed on one hand for identifying whether the autoregressive coefficient is constant, only spatially varying or only temporally varying, and on the other hand for ascertaining if there exist any regression coefficient which remain constant, only spatially varying, or only temporally varying. Further, a bootstrap method is employed to approximate the 𝑝-values of the tests.

Simulation experiments are conducted to evaluate the performance of the test methods and the results demonstrate that the proposed test statistics have high accuracy and satisfactory power in inferring the special types of both the autoregressive and regression coefficients in the LARGTWR model. A real world data set is analyzed to show the application of the proposed methods.</p>