MEASURE OF LACK OF FIT IN TIME-SERIES MODELS

被引：3413

作者：

LJUNG, GM ^{[1
]}

BOX, GEP ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT STAT,MADISON,WI 53706

来源：

关键词：

D O I：

10.2307/2335207

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：297 / 303

页数：7

共 8 条

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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03): : 1296 - &
[3] ANDERSON TW, 1971, STATISTICAL ANAL TIM
[4] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509
[5] BOX GEP, 1970, TIME SERIES ANAL FOR
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[7] RESIDUAL CORRELATIONS AND DIAGNOSTIC CHECKING IN DYNAMIC-DISTURBANCE TIME SERIES MODELS
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[8] MODELING MACROECONOMIC TIME-SERIES
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[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 : 468 - 500