About: The equivalence of two tests of time series model adequacy

Documentation

scienceplus.abes.fr version Bêta

scienceplus.abes.fr | explorer

À propos de : The equivalence of two tests of time series model adequacy Goto Sponge NotDistinct Permalink

Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/oup/periodical/biomet/1980/volume_67/issue_2/w
Subject	Residual autocorrelation Autoregressive-moving average model MISCELLANEA Time series model checking.
Title	The equivalence of two tests of time series model adequacy
has manifestation of work	http://hub.abes.fr/oup/periodical/biomet/1980/volume_67/issue_2/101093biomet672463/m/print http://hub.abes.fr/oup/periodical/biomet/1980/volume_67/issue_2/101093biomet672463/m/web
related by	http://hub.abes.fr/oup/periodical/biomet/1980/volume_67/issue_2/101093biomet672463/authorship/1
Author	NEWBOLD PAUL
Abstract	It is shown that two tests for the adequacy of a fitted ARMA (p, q,) model, based respectively on comparison through the Lagrange multiplier test with an ARMA (p + k, q) model and on analysis of the first k residual autocorrelations from the estimated model, are equivalent.
article type	other
publisher identifier	67.2.463
is part of this journal	Biometrika

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata