Una nota sobre la prueba de Peña y Rodríguez para la bondad del ajuste en series de tiempo
The aim of this paper is to divulge the modification of the Pen˜a y Rodr´ıguez test (2002) of goodness of fit. This test is asymptotically equivalent, but it is more powerful than the previous one. Two approaches are proposed using the gamma and the normal distributions. By an empirical example it is...
- Autores:
-
Zhang, Hanwen
- Tipo de recurso:
- Fecha de publicación:
- 2015
- Institución:
- Universidad Santo Tomás
- Repositorio:
- Repositorio Institucional USTA
- Idioma:
- spa
- OAI Identifier:
- oai:repository.usta.edu.co:11634/39560
- Acceso en línea:
- https://revistas.usantotomas.edu.co/index.php/estadistica/article/view/50
http://hdl.handle.net/11634/39560
- Palabra clave:
- Coeficiente de autocorrelación
autocorrelación parcial
prueba de no linealidad
modelos ARIMA
- Rights
- License
- http://purl.org/coar/access_right/c_abf2
| Summary: | The aim of this paper is to divulge the modification of the Pen˜a y Rodr´ıguez test (2002) of goodness of fit. This test is asymptotically equivalent, but it is more powerful than the previous one. Two approaches are proposed using the gamma and the normal distributions. By an empirical example it is shown that theproposedtest ismore powerfulthanLjung-Boxtestand Montitestof nonlinear models detection. |
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