Cases of residual types in diagnostic checking for ARMA model

Mehmet Guray Unsal; Resat Kasap

Research Article

Cases of residual types in diagnostic checking for ARMA model

Year 2014, Volume: 43 Issue: 3, 543 - 552, 01.06.2014

Abstract

In this study, the residuals in time series analysis, which were classified in four different classes as ”conditional residuals”, ”unconditional
residuals”, ”innovation” and ”normalized residuals”, are calculated by
a simulation study for the ARMA model under certain parameter values
for different numbers of observation and their conditions in diagnostic
checking are examined using the test statistic which belongs to Ljung
Box

Keywords

ARMA Models, Diagnostic Checking, Residual Types, Time Series

References

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Year 2014, Volume: 43 Issue: 3, 543 - 552, 01.06.2014

Mehmet Guray Unsal , Resat Kasap

Abstract

References

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There are 1 citations in total.

Details

Primary Language	English
Journal Section	Statistics
Authors	Mehmet Guray Unsal Resat Kasap
Publication Date	June 1, 2014
Published in Issue	Year 2014 Volume: 43 Issue: 3

Cite

APA	Unsal, M. G., & Kasap, R. (2014). Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics, 43(3), 543-552.
AMA	Unsal MG, Kasap R. Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics. June 2014;43(3):543-552.
Chicago	Unsal, Mehmet Guray, and Resat Kasap. “Cases of Residual Types in Diagnostic Checking for ARMA Model”. Hacettepe Journal of Mathematics and Statistics 43, no. 3 (June 2014): 543-52.
EndNote	Unsal MG, Kasap R (June 1, 2014) Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics 43 3 543–552.
IEEE	M. G. Unsal and R. Kasap, “Cases of residual types in diagnostic checking for ARMA model”, Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 3, pp. 543–552, 2014.
ISNAD	Unsal, Mehmet Guray - Kasap, Resat. “Cases of Residual Types in Diagnostic Checking for ARMA Model”. Hacettepe Journal of Mathematics and Statistics 43/3 (June 2014), 543-552.
JAMA	Unsal MG, Kasap R. Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics. 2014;43:543–552.
MLA	Unsal, Mehmet Guray and Resat Kasap. “Cases of Residual Types in Diagnostic Checking for ARMA Model”. Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 3, 2014, pp. 543-52.
Vancouver	Unsal MG, Kasap R. Cases of residual types in diagnostic checking for ARMA model. Hacettepe Journal of Mathematics and Statistics. 2014;43(3):543-52.