An important part of the diagnostic checking of space time autoregressive moving average (STARMA) models is testing the temporal independence of the residuals.
In the context of the three-stage modeling procedure, such a test is based on the sample space time autocorrelation function. This paper develops approximate variances of the sample space time autocorrelation function when the underlying process is white noise. Formulas, tables, and 10 references are supplied. (Author abstract modified)
Downloads
No download available
Similar Publications
- The Daunting Task of Strengthening Medical Examiner and Coroner Investigations Across Hundreds of Jurisdictions
- Relations Between Perceptions of Parental Messages Supporting Fighting and Nonviolence and Adolescents' Physical Aggression: Beliefs as Mediators
- Transforming Correctional Culture and Climate