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Portmanteau test statistics for seasonal serial correlation in time series models
The seasonal autoregressive moving average SARMA models have been widely adopted for modeling many time series encountered in economic, hydrology, meteorological, and environmental studies which exhibited strong seasonal behavior with a period s. If the model is adequate, the autocorrelations in the...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5011475/ https://www.ncbi.nlm.nih.gov/pubmed/27652059 http://dx.doi.org/10.1186/s40064-016-3167-4 |