SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES

[1] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[2] Box George E. P, 1970, J AM STAT ASS

[3] BOX-JENKINS SEASONAL FORECASTING - PROBLEMS IN A CASE-STUDY [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1973, 136 : 295 - 336

[4] Hannan J., 2013, TECH NOTE, V43153

[5] SOME THEOREMS ON TIME SERIES .2. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEFFICIENT [J]. BIOMETRIKA, 1948, 35 (3-4) : 255 - 260

[6] MORAN PAP, 1947, BIOMETRIKA, V34, P281

[7] EXPERIENCE WITH FORECASTING UNIVARIATE TIME SERIES AND COMBINATION OF FORECASTS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1974, 137 : 131 - 165

[8] MODELING MACROECONOMIC TIME-SERIES [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 : 468 - 500

[9] INEQUALITY FOR TRACE OF PRODUCT OF 2 SYMMETRIC MATRICES [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1975, 77 (MAR) : 265 - 267

[1] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[2] Box George E. P, 1970, J AM STAT ASS

[3] BOX-JENKINS SEASONAL FORECASTING - PROBLEMS IN A CASE-STUDY [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1973, 136 : 295 - 336

[4] Hannan J., 2013, TECH NOTE, V43153

[5] SOME THEOREMS ON TIME SERIES .2. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEFFICIENT [J]. BIOMETRIKA, 1948, 35 (3-4) : 255 - 260

[6] MORAN PAP, 1947, BIOMETRIKA, V34, P281

[7] EXPERIENCE WITH FORECASTING UNIVARIATE TIME SERIES AND COMBINATION OF FORECASTS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1974, 137 : 131 - 165

[8] MODELING MACROECONOMIC TIME-SERIES [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 : 468 - 500

[9] INEQUALITY FOR TRACE OF PRODUCT OF 2 SYMMETRIC MATRICES [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1975, 77 (MAR) : 265 - 267