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The coefficients of the polynomials \\(a\\), \\(b\\) and \\(c\\) are unknown and form the parameter vector \\(\\vartheta\\). It is supposed that they are estimated by \\(T_1\\) observations and the estimator \\(\\hat\\vartheta\\) is asymptotically normal. Then the model is validated by \\(T_2=\\tau T_1\\) observations, and residuals \\(e_t\\) are defined by NEWLINE\\[NEWLINE\\hat a(z)y_t=\\hat b(z)u_{t-1}+\\hat c e_t,\\quad g_e(h)=(1/\\sqrt{T_2})\\sum_{t=h+1}^{T_2}e_te_{y-h}.NEWLINE\\]NEWLINE It is shown that \\( g_e(h)=g_\\varepsilon(h)+\\sqrt{\\tau}\\rho(|h|)\\Delta+o(1), \\) where \\(\\Delta\\) is the limit normal distribution of \\(\\sqrt{T_1}(\\vartheta-\\hat\\vartheta_{T_1})\\), and \\(\\rho(h)\\) is some nonrandom vector valued function defined by \\(a\\), \\(b\\) and \\(c\\). 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