Testing for serial correlation: generalized Andrews-Ploberger tests (Q3160945)
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scientific article; zbMATH DE number 5798324
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| English | Testing for serial correlation: generalized Andrews-Ploberger tests |
scientific article; zbMATH DE number 5798324 |
Statements
Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (English)
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11 October 2010
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autoregressive moving average models
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Lagrange multiplier test
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nonstandard testing
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statistically dependent time series
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uncorrelatedness
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0.8414970636367798
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0.8347150683403015
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0.8306843638420105
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0.8306843638420105
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0.8219853043556213
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