On a measure of lack of fit in time series models

Ljung, G M; BOX, G. E. P.

doi:10.1093/biomet/65.2.297

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On a measure of lack of fit in time series models

Author(s): G. M. LJUNG , G. E. P. BOX

Publication date Created: August 01 1978

Publication date (Print): August 01 1978

Journal: Biometrika

Publisher: Oxford University Press (OUP)

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Title: Biometrika

Abbreviated Title: Biometrika

Publisher: Oxford University Press (OUP)

ISSN (Print): 0006-3444

ISSN (Electronic): 1464-3510

Publication date Created: August 01 1978

Publication date (Print): August 01 1978

Volume: 65

Issue: 2

Pages: 297-303

Article

DOI: 10.1093/biomet/65.2.297

SO-VID: 760d5d81-d8ba-4222-993f-a8cb9a0d526e

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On a measure of lack of fit in time series models

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