On Multiple Portmanteau Tests

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Faculty of Economics Discussion Paper || 2008-4 || p1-16

http://www.econ.kyushu-u.ac.jp/

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Summary, etc.：: The portmanteau statistic based on the first m residual autocorrelations is used for diagnostic checks on the adequacy of fitting a model with varying...

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Material Type: 規格・テクニカルリポート類
Title: On Multiple Portmanteau Tests
Author/Editor: 片山, 直也
Publication, Distribution, etc.: 九州大学大学院経済学研究院
Publication Date: 2008-05-01
Publication Date (W3CDTF): 2008
Periodical title: 経済学研究院ディスカッション・ペーパー
Subject Heading: Autoregressive-moving average model
Portmanteau test
Residual autocorrelations
Goodness-of-fit
Multiple tests
Target Audience: 一般
Note (General): 出版タイプ： AM
Access Restrictions: インターネット公開
Related Material: Faculty of Economics Discussion Paper || 2008-4 || p1-16
http://www.econ.kyushu-u.ac.jp/
Periodical Title: Faculty of Economics Discussion Paper ; 2008-4
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 九州大学学術情報リポジトリ(QIR)
https://www.lib.kyushu-u.ac.jp/papers