Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508)
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scientific article; zbMATH DE number 5220245
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| English | Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors |
scientific article; zbMATH DE number 5220245 |
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Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (English)
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16 December 2007
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vector weak AR model
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goodness-of-fit test
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residual autocorrelation
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diagnostic checking
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Box-Pierce and Ljung-Box portmanteau tests
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0.8838287591934204
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0.8725848197937012
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0.8515260815620422
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0.8481218814849854
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0.8415589928627014
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