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AS 194

swMATH ID: 3825
Software Authors: B. R. Clarke
Description: Algorithm AS 194. An algorithm for testing goodness of fit of ARMA (P, Q) models.
Homepage: https://www.jstor.org/stable/2347966?origin=crossref&seq=1#page_scan_tab_contents
Related Software: AS 163; AS 191; AS 130; AS 155; AS 170; AS 124; AS 222; AS 133; AS 94; AS 88; AS 101; AS 119; AS 114; AS 205; AS 209; AS 177; AS 199; AS 137; AS 108; AS 169
Cited in: 3 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
An algorithm for testing goodness of fit of ARMA(p,q) models. Zbl 0538.62079
Clarke, Brenton R.
1983

Citations by Year