DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280): Difference between revisions
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Revision as of 10:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS |
scientific article |
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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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