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Algorithm AS 194: An Algorithm for Testing Goodness of Fit of ARMA (P,Q) Models

Brenton R. Clarke
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 32, No. 3 (1983), pp. 335-344
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2347966
Stable URL: http://www.jstor.org/stable/2347966
Page Count: 10
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Algorithm AS 194: An Algorithm for Testing Goodness of Fit of ARMA (P,Q) Models
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