Portmanteau test (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Portmanteau test" in English language version.

refsWebsite
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2nd place
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1st place
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456th place

doi.org

  • Ljung, G. M.; Box, G. E. P. (1978). "On a measure of lack of fit in time series models" (PDF). Biometrika. 65 (2): 297–303. doi:10.1093/biomet/65.2.297. Archived from the original on September 23, 2017.
  • Box, G. E. P.; Pierce, D. A. (1970). "Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models". Journal of the American Statistical Association. 65 (332): 1509–1526. doi:10.1080/01621459.1970.10481180. JSTOR 2284333.
  • Castle, Jennifer L.; Hendry, David F. (2010). "A Low-Dimension Portmanteau Test for Non-linearity" (PDF). Journal of Econometrics. 158 (2): 231–245. doi:10.1016/j.jeconom.2010.01.006.

dtic.mil

apps.dtic.mil

  • Ljung, G. M.; Box, G. E. P. (1978). "On a measure of lack of fit in time series models" (PDF). Biometrika. 65 (2): 297–303. doi:10.1093/biomet/65.2.297. Archived from the original on September 23, 2017.

jstor.org

ox.ac.uk

economics.ox.ac.uk

web.archive.org

  • Ljung, G. M.; Box, G. E. P. (1978). "On a measure of lack of fit in time series models" (PDF). Biometrika. 65 (2): 297–303. doi:10.1093/biomet/65.2.297. Archived from the original on September 23, 2017.