摘要

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.

索引

标题
A Comparative Study of Portmanteau Tests for Univariate Time Series Models
作者
Chand, Sohail; Kamal, Shahid
出版年份
2006
出版日期
Jul 2006
出版商
University of the Punjab, College of Statistical & Actuarial Science
ISSN
18162711
e-ISSN
22205810
来源类型
学术期刊
出版物语言
English
ProQuest 文档 ID
920418042
版权
Copyright University of the Punjab, College of Statistical & Actuarial Science Jul 2006