Significance Levels of the Box-Pierce Portmanteau Statistic in Finite Samples

• 1 December 1977
• journal article
• Published by JSTOR in Biometrika
• Vol. 64  (3) , 517
• https://doi.org/10.2307/2345327

Abstract

Keywords

• SIGNIFICANCE LEVELS
• PIERCE PORTMANTEAU
• PORTMANTEAU STATISTIC
• BOX PIERCE
• FINITE SAMPLES