The equivalence of two tests of time series model adequacy
暂无分享，去创建一个
[1] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .
[2] Paul Newbold,et al. Some power studies of a portmanteau test of time series model specification , 1979 .
[3] Paul Newbold,et al. On the finite sample distribution of residual autocorrelations in autoregressive-moving average models , 1979 .
[4] Leslie Godfrey,et al. Testing the adequacy of a time series model , 1979 .
[5] A. I. McLeod,et al. On the Distribution of Residual Autocorrelations in Box–Jenkins Models , 1978 .
[6] G. Box,et al. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models , 1970 .