Diagnostic testing of univariate time series models (Q3804043): Difference between revisions
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Latest revision as of 21:19, 19 March 2024
scientific article
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English | Diagnostic testing of univariate time series models |
scientific article |
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Diagnostic testing of univariate time series models (English)
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1986
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portmanteau statistic
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autoregressive-moving average model
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autocorrelations
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residuals
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Lagrange multiplier statistic
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