An automatic portmanteau test for serial correlation (Q2628840)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6604084
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An automatic portmanteau test for serial correlation |
scientific article; zbMATH DE number 6604084 |
Statements
An automatic portmanteau test for serial correlation (English)
0 references
18 July 2016
0 references
autocorrelation
0 references
consistency
0 references
power
0 references
Akaike's AIC
0 references
Schwarz's BIC
0 references
0 references
0 references
0 references
0 references
0.8514755368232727
0 references
0.8340917229652405
0 references
0.8321623206138611
0 references
0.8120936751365662
0 references
0.8042626976966858
0 references
