EN
Cases of residual types in diagnostic checking for ARMA model
Abstract
In this study, the residuals in time series analysis, which were classified in four different classes as ”conditional residuals”, ”unconditional
residuals”, ”innovation” and ”normalized residuals”, are calculated by
a simulation study for the ARMA model under certain parameter values
for different numbers of observation and their conditions in diagnostic
checking are examined using the test statistic which belongs to Ljung
Box
Keywords
References
- . . .
Details
Primary Language
English
Subjects
-
Journal Section
Research Article
Publication Date
June 1, 2014
Submission Date
March 3, 2014
Acceptance Date
-
Published in Issue
Year 2014 Volume: 43 Number: 3
APA
Unsal, M. G., & Kasap, R. (2014). Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics, 43(3), 543-552. https://izlik.org/JA99EK62YN
AMA
1.Unsal MG, Kasap R. Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics. 2014;43(3):543-552. https://izlik.org/JA99EK62YN
Chicago
Unsal, Mehmet Guray, and Resat Kasap. 2014. “Cases of Residual Types in Diagnostic Checking for ARMA Model”. Hacettepe Journal of Mathematics and Statistics 43 (3): 543-52. https://izlik.org/JA99EK62YN.
EndNote
Unsal MG, Kasap R (June 1, 2014) Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics 43 3 543–552.
IEEE
[1]M. G. Unsal and R. Kasap, “Cases of residual types in diagnostic checking for ARMA model”, Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 3, pp. 543–552, June 2014, [Online]. Available: https://izlik.org/JA99EK62YN
ISNAD
Unsal, Mehmet Guray - Kasap, Resat. “Cases of Residual Types in Diagnostic Checking for ARMA Model”. Hacettepe Journal of Mathematics and Statistics 43/3 (June 1, 2014): 543-552. https://izlik.org/JA99EK62YN.
JAMA
1.Unsal MG, Kasap R. Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics. 2014;43:543–552.
MLA
Unsal, Mehmet Guray, and Resat Kasap. “Cases of Residual Types in Diagnostic Checking for ARMA Model”. Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 3, June 2014, pp. 543-52, https://izlik.org/JA99EK62YN.
Vancouver
1.Mehmet Guray Unsal, Resat Kasap. Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics [Internet]. 2014 Jun. 1;43(3):543-52. Available from: https://izlik.org/JA99EK62YN