An Improvement of the Portmanteau Statistic (Q3608201)
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 5520693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Improvement of the Portmanteau Statistic |
scientific article; zbMATH DE number 5520693 |
Statements
An Improvement of the Portmanteau Statistic (English)
0 references
28 February 2009
0 references
autoregressive-moving average model
0 references
portmanteau test
0 references
residual autocorrelations
0 references
goodness-of-fit
0 references
time series model checking
0 references
0 references
0.9117990136146544
0 references
0.9004880785942078
0 references
0.8860366344451904
0 references
0.8860366344451904
0 references
0.8436804413795471
0 references
