Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442)
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scientific article; zbMATH DE number 7537901
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| English | Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation |
scientific article; zbMATH DE number 7537901 |
Statements
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (English)
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7 June 2022
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SARIMA
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seasonality
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time series
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trend
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0.8493231534957886
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0.7757743000984192
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0.7531190514564514
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0.7386130690574646
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0.736965000629425
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