Abstract

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.

Details

Title
A Comparative Study of Portmanteau Tests for Univariate Time Series Models
Author
Chand, Sohail; Kamal, Shahid
Publication year
2006
Publication date
Jul 2006
Publisher
University of the Punjab, College of Statistical & Actuarial Science
ISSN
18162711
e-ISSN
22205810
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
920418042
Copyright
Copyright University of the Punjab, College of Statistical & Actuarial Science Jul 2006