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An Algorithm for Testing Goodness of Fit of ARMA (P, Q) Models
Author(s) -
Clarke Brenton R.
Publication year - 1983
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347966
Subject(s) - goodness of fit , algorithm , mathematics , statistics , autoregressive–moving average model , computer science , autoregressive model
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