18
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

On the distributions of the differences between the estimated autocorrelations and partial autocorrelations at the same lag

Pages 463-488 | Received 01 Jun 1984, Published online: 27 Jun 2007

References

  • Box , G.E.P. and Pierce , D. A. l97O . Distribution of residual autocorrelations in autoregressive - integrated moving average time series models , Vol. 65 , 1509 – 1526 . Journal of American Statistical Association .
  • Davies , N. , Triggs , C. M. and Newbold , P. 1977 . Significance levels of the Box-Pierce portmanteau statisticinfinite samples , Vol. 64 , 517 – 522 . Biometrika .
  • Godfrey , L. G. 1979 . Testing the adequacy of a time series model , Vol. 66 , 67 – 72 . Biometrika .
  • Godolphin , E. J. 1980 . A method for testing the order of an autoregressive moving average process , Vol. 67 , 699 – 703 . Biometrika .
  • Ljung , G. M. and Box , G.E.P. 1978 . On a measure of lack of fit in time series model , Vol. 65 , 297 – 303 . Biometrika .
  • Merikoski , J. M. and Pukkila , T. M. 1983 . A note on a formula of Davies, Triggs and Newbold , Biometrika .
  • Nicholls , D. F. 1979 . The analysis of time series - The time domain approach , Vol. 21 , 93 – 120 . Austral. J. Statist .
  • Press , S. J. 1966 . Linear combinations of non-central chi-square variates , Vol. 37 , 480 – 487 . Ann. Math. Statist. .
  • Pukkila , T. M. 1982 . On the identification of ARMA(p,q) models. Time Series Analysis; Theory and Practice 1. Preceedings of the International Conference held in Valencia, Spain, June 1981 , 81 – 103 . North-Holland .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.