عنوان مقاله :
On The Lack Of Fit In Time Series Models
پديد آورندگان :
عبد, صلاح حمزة الجامعة المستنصرية - كلية الادارة والاقتصاد - قسم الاحصاء, العراق
چكيده عربي :
In this paper, we present another test for lack of fit in time series models . A simulation study was conducted to compare among model adequacy tests . Our conclusion is that the proposed statistic achieves a high level of success to detect time series model misspecification, at all situations considered
چكيده لاتين :
In this paper, we present another test for lack of fit in time series models . A simulation study was conducted to compare among model adequacy tests . Our conclusion is that the proposed statistic achieves a high level of success to detect time series model misspecification, at all situations considered
كليدواژه :
Lack Of Fit , Time Series Models , Series Models
عنوان نشريه :
الاداره و الاقتصاد