Sampling Properties of Tests of Goodness-Of-Fit for Linear Autoregressive Schemes
线性自回归模型拟合优度检验的抽样性质
SUMMARY Sampling properties of tests for trend-free linear autoregressive schemes due to Bartlett and Diananda, to Quenouille, and to Whittle have been investigated. The investigation consists of the calculation of the first two moments of the various test-criteria which are χ2‘s with k degrees of freedom, where k is the number of asymptotically independent linear compounds on which the χ2‘s are based. The purpose is to examine the effect of the combination of individual…