The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives

DOI10.2307/2286854zbMath0337.62059OpenAlexW4244666149MaRDI QIDQ4105134

V. Kerry Smith

Publication date: 1976

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286854

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (2)

The Durbin-Watson test and cross-sectional data ⋮ Testing for autoregressive against moving average errors in the linear regression model

This page was built for publication: The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives