Algorithm AS 194. An algorithm for testing goodness of fit of ARMA (P, Q) models.
Keywords for this software
References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
- Clarke, B. R.; Godolphin, E. J.: Uncorrelated residuals and an exact test for two variance components in experimental design (1992)
- Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
- Clarke, Brenton R.: An algorithm for testing goodness of fit of ARMA(p,q) models (1983)