Mixed Portmanteau Test for Diagnostic Checking of Time Series Models
Model criticism is an important stage of model building and thus goodness of fit tests provides a set of tools for diagnostic checking of the fitted model. Several tests are suggested in literature for diagnostic checking. These tests use autocorrelation or partial autocorrelation in the residuals t...
| मुख्य लेखकों: | , |
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| स्वरूप: | लेख |
| भाषा: | English |
| प्रकाशित: |
Wiley
2014-01-01
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| श्रृंखला: | Journal of Applied Mathematics |
| ऑनलाइन पहुंच: | http://dx.doi.org/10.1155/2014/545413 |