文章基本信息

标题：A Comparative Study of Portmanteau Tests for Univariate Time Series Models
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作者：Sohail Chand ; Shahid Kamal
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2006
卷号：2
期号：2
页码：111-114
DOI：10.1234/pjsor.v2i2.94
出版社：College of Statistical and Actuarial Sciences
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.