1992 | OriginalPaper | Buchkapitel
Testing Hypothesis Methods
verfasst von : ByoungSeon Choi
Erschienen in: ARMA Model Identification
Verlag: Springer US
Enthalten in: Professional Book Archive
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
Historically speaking, the hypothesis testing methods had been dominantly used to choose tentative ARMA models until Box-Jenkins’ identification method appeared. Nowadays they are primarily used for testing model inadequacy after choosing the orders and estimating the parameters, which Box and Jenkins (1976) called the model diagnostic checking. Therefore, we discuss them in this final chapter.