登录后查看消息通知
搜索
常见问题
消息
登录
首页
/
数据集
/
Autocorrelation check of residuals in time series analysis.
Autocorrelation check of residuals in time series analysis.
收藏
Figshare
2015-12-02 更新
2026-04-29 收录
时间序列残差诊断
自相关检验
数据链接:
https://figshare.com/articles/dataset/_Autocorrelation_check_of_residuals_in_time_series_analysis_/897832
数据链接
链接失效反馈
官方服务:
问题咨询
购买咨询
在线客服
NEW
资源简介:
Autocorrelation check of residuals in time series analysis.
应用场景:
创建时间:
2015-12-02
相关数据集
Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
计量经济诊断
自相关检验
This paper derives the asymptotic distribution for a vector of sample autocorrelations of regression residuals from a quite general linear model. The asymptotic distribution forms the basis for a test
NBER
1990-10-01 更新
6
0
Heteroscedasticity & autocorrelation tests.
异方差性检验
自相关检验
Heteroscedasticity & autocorrelation tests.
NIAID Data Ecosystem
3
0
Medians of 500 p-values of Ljung-Box test applied to the events of the simulated processes for different models (columns).
时间序列模型诊断
自相关检验
Significant differences (α = 0.05) are identified with an asterisk (*).
NIAID Data Ecosystem
5
0
Ljung–Box test statistic (Q⋆), its degree of freedom and its p–value for the fitted ARIMA models at lag 10 (i.e. h = 10).
时间序列模型诊断
自相关检验
Ljung–Box test statistic (Q⋆), its degree of freedom and its p–value for the fitted ARIMA models at lag 10 (i.e. h = 10).
Figshare
2023-06-13 更新
0
0
© 2023-2026 上海数据发展科技有限责任公司 版权所有
沪ICP备17003045号-15
沪公网安备31010402336585号
热门搜索
社区交流群
科研交流群
商业服务
数据资源
寻源服务
数据采集
标注服务
数据产品
代理销售
数据领域
凭证登记
数据产品
介绍推广