Algorithm AS 194: An Algorithm for Testing Goodness of Fit of ARMA (P,Q) Models (Q3324881)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm AS 194: An Algorithm for Testing Goodness of Fit of ARMA (P,Q) Models |
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Algorithm AS 194: An Algorithm for Testing Goodness of Fit of ARMA (P,Q) Models (English)
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1983
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testing goodness of fit
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ARMA(p,q) models
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residual serial correlation
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Fortran 66
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estimated residuals
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chi-squared statistic
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approximate maximum likelihood estimate
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