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A statistic to check model adequacy in time series |
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| Authors: | B Abraham K Vijayan |
| Affiliation: | 1. Department of statistics &2. aciuarial science , University of waterloo;3. Department of mathematics , University of western australia |
| Abstract: | A simple statistic is suggested to examine if the assumptions on variances in a fitted time series model is valid or not. The properties of the statistic are discussed and examples are considered. |
| Keywords: | Constant variance time series model adequacy |