Timeline for Ljung-Box test for ARMA residuals: is my ARMA model fine?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| May 26, 2016 at 5:41 | vote | accept | bissi | ||
| May 22, 2016 at 8:46 | history | edited | Richard Hardy | CC BY-SA 3.0 |
deleted 148 characters in body; edited tags; edited title
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| May 22, 2016 at 8:41 | comment | added | Richard Hardy | Ljung-Box test does not apply to residuals of ARMA models (despite the fact that many are ignorant of that); see Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey and How many lags to use in the Ljung-Box test of a time series?. | |
| May 14, 2016 at 2:31 | vote | accept | bissi | ||
| May 26, 2016 at 5:41 | |||||
| May 13, 2016 at 14:47 | answer | added | KenHBS | timeline score: 2 | |
| May 12, 2016 at 15:41 | review | First posts | |||
| May 12, 2016 at 16:11 | |||||
| May 12, 2016 at 15:41 | history | asked | bissi | CC BY-SA 3.0 |