Record Details

A Comparative Study of Portmanteau Tests for Univariate Time Series Models

Pakistan Journal of Statistics and Operation Research

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Field Value
 
Title A Comparative Study of Portmanteau Tests for Univariate Time Series Models
 
Creator Chand, Sohail
Kamal, Shahid
 
Description 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.
 
Publisher College of Statistical and Actuarial Sciences
 
Date 2006-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/94
10.18187/pjsor.v2i2.94
 
Source Pakistan Journal of Statistics and Operation Research; Vol 2. No. 2, July 2006; 111-114
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/94/71