Résultat de la recherche
1 recherche sur le mot-clé
'goodness-of-fit test' 


![]()
article/chapitre/communication
A. Monti | 1994This note proposes a test of goodness of fit for time series models based on the sum of the squared residual partial autocorrelations. The test statistic is asymptotically chi(2). Its small-sample performance is studied through a Monte Carlo exp[...]