The equivalence of two tests of time series model adequacy (Q3903915)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The equivalence of two tests of time series model adequacy
scientific article

    Statements

    The equivalence of two tests of time series model adequacy (English)
    0 references
    0 references
    0 references
    1980
    0 references
    Lagrange multiplier test
    0 references
    autoregressive-moving average model
    0 references
    residual autocorrelation
    0 references
    time series model checking
    0 references

    Identifiers