An Improvement of the Portmanteau Statistic (Q3608201)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Improvement of the Portmanteau Statistic |
scientific article |
Statements
An Improvement of the Portmanteau Statistic (English)
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28 February 2009
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autoregressive-moving average model
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portmanteau test
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residual autocorrelations
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goodness-of-fit
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time series model checking
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