A Unified Test for the AR Error Structure of an Autoregressive Model
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DOI: 10.3390/axioms11120690
Abstract: A direct application of autoregressive (AR) models with independent and identically distributed (iid) errors is sometimes inadequate to fit the time series data well. A natural alternative is further to assume the model errors following… read more here.
Keywords: test; unified test; model; error structure ... See more keywords