Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models
From MaRDI portal
Publication:5657579
DOI10.2307/2284456zbMath0245.62086OpenAlexW4253024442MaRDI QIDQ5657579
Publication date: 1972
Full work available at URL: https://doi.org/10.2307/2284456
Applications of statistics to biology and medical sciences; meta analysis (62P10) General biology and biomathematics (92B05)
Related Items
Time-varying additive model with autoregressive errors for locally stationary time series, A Simple Test for White Noise in Functional Time Series, Forecasting in dynamic models with stochastic regressors, Checks of model adequacy for univariate time series models and their application to econometric relationships, A new test for residual randomness in a class of dynamic autocorrelated econometric models, Causality in temporal systems. Characterizations and a Survey, Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models, Mixed portmanteau test for diagnostic checking of time series models