Theory & Methods: Residual Diagnostic Plots for Checking for Model Mis‐specification in Time Series Regression

DOI10.1111/1467-842X.00142zbMath0992.62081OpenAlexW1503877591MaRDI QIDQ4541905

Rob Hyndman, Richard Fraccaro, A. Veevers

Publication date: 31 July 2002

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00142

zbMATH Keywords

generalized least squaresautocorrelationtime series regressionresidual diagnosticsresidual plotsmodel transformationsmean shifts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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