ONq‐CONDITIONED PARTIAL CORRELATIONS
作者:
P. Newbold,
T. Bos,
期刊:
Journal of Time Series Analysis
(WILEY Available online 1983)
卷期:
Volume 4,
issue 1
页码: 53-55
ISSN:0143-9782
年代: 1983
DOI:10.1111/j.1467-9892.1983.tb00357.x
出版商: Blackwell Publishing Ltd
关键词: Model selection;Time series model building
数据来源: WILEY
摘要:
Abstract.In attempting to develop a procedure for fitting linear multiple autoregressive‐moving average models to observed data, perhaps the most difficult problem is to achieve a reasonable initial model selection. A recent paper by Jenkins and Alavi suggests, as one possibility, the examination of so‐calledq‐conditioned partial correlations. We show that the sampling properties of these statistics are such as to render them of dubious value for this pu
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