McLeod, A. I. On the distribution of residual autocorrelations in Box-Jenkins models. (English) Zbl 0407.62065 J. R. Stat. Soc., Ser. B 40, 296-302 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 35 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62H10 Multivariate distribution of statistics Keywords:Large Sample Distribution; Arma Model; Box-Jenkins Modelling; Model Criticism; Intervention Analysis; Multiplicative Seasonal Arma Model; Residual Autocorrelations Citations:Zbl 0224.62041 PDF BibTeX XML Cite \textit{A. I. McLeod}, J. R. Stat. Soc., Ser. B 40, 296--302 (1978; Zbl 0407.62065) OpenURL