DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS |
scientific article |
Statements
DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (English)
0 references
1983
0 references
ARMA time series
0 references
diagnostic checking
0 references
portmanteau test
0 references
testing for statistical independence
0 references
normalized squared-residual autocorrelations
0 references
simulation experiment
0 references
small-sample validity
0 references
