DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280)
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scientific article; zbMATH DE number 3852253
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| English | DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS |
scientific article; zbMATH DE number 3852253 |
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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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0.8675586581230164
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0.8675582408905029
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0.8417749404907227
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0.8298444747924805
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