DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00373.x / rank
 
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Latest revision as of 12:31, 14 June 2024

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DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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    DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (English)
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    1983
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    ARMA time series
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    diagnostic checking
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    portmanteau test
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    testing for statistical independence
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    normalized squared-residual autocorrelations
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    simulation experiment
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    small-sample validity
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