NCJ Number
88473
Journal
Journal of the Royal Statistical Society, Series B (Methodological) Volume: 43 Issue: 1 Dated: (1981) Pages: 28-33
Date Published
1981
Length
6 pages
Annotation
An important part of the diagnostic checking of space time autoregressive moving average (STARMA) models is testing the temporal independence of the residuals.
Abstract
In the context of the three-stage modeling procedure, such a test is based on the sample space time autocorrelation function. This paper develops approximate variances of the sample space time autocorrelation function when the underlying process is white noise. Formulas, tables, and 10 references are supplied. (Author abstract modified)
Date Published: January 1, 1981
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