An improved measure for lack of fit in time series models (Q4571209)
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 6899388
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An improved measure for lack of fit in time series models |
scientific article; zbMATH DE number 6899388 |
Statements
AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS (English)
0 references
6 July 2018
0 references
autocorrelation
0 references
GARCH
0 references
goodness-of-fit
0 references
portmanteau
0 references
vector ARMA
0 references
0.8187001943588257
0 references
0.8148897290229797
0 references
0.8036981821060181
0 references
0.7976929545402527
0 references
