Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
DOI10.1016/0165-1765(95)00710-5zbMATH Open0900.90163OpenAlexW1971601353MaRDI QIDQ672767FDOQ672767
Authors: Andy C. C. Kwan, A. Sim 
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00710-5
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Cites Work
- Title not available (Why is that?)
- On a measure of lack of fit in time series models
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Generalized portmanteau statistics and tests of randomness
- Title not available (Why is that?)
- Significance levels of the Box-Pierce portmanteau statistic in finite samples
- An angular transformation for the serial correlation coefficient
Cited In (5)
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
- Detecting randomness: a review of existing tests with new comparisons
- Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling
- Portmanteau test for randomness in poisson data
- Generalized portmanteau statistics and tests of randomness
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