A Comparative Study of Portmanteau Tests for Univariate Time Series Models

Sohail Chand, Shahid Kamal

Abstract


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.

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DOI: http://dx.doi.org/10.1234/pjsor.v2i2.94

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