A Comparative Study of Portmanteau Tests for Univariate Time Series Models
نویسندگان
چکیده
منابع مشابه
A Comparative Study of Portmanteau Tests for Univariate Time Series Models
Time series model diagnostic checking is the most important stage of time series model building. In this paper the comparison among several suggested diagnostic tests has been made using the simulation time series data.
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ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2006
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v2i2.94