Estimating Serial Correlation by Visual Inspection of Diagnostic Plots
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Publication:3740080
DOI10.2307/2684868zbMath0603.62094MaRDI QIDQ3740080
Publication date: 1986
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2684868
robustness; turning points; serial correlation; residual analysis; peaks; runs; first-order autoregressive process; quick assessment of computer- generated diagnostic plots
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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