Hypothesis testing based on goodness-of-fit in the moving average time series model
- 30 June 1979
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 10 (2) , 221-226
- https://doi.org/10.1016/0304-4076(79)90006-x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- The Interpretation of R 2 in Autoregressive-Moving Average Time Series ModelsThe American Statistician, 1976
- The first-order moving average process: Identification, estimation and predictionJournal of Econometrics, 1974
- Time series analysis and simultaneous equation econometric modelsJournal of Econometrics, 1974