统计与决策2019，Vol.35Issue(8)：5-8,4.DOI:10.13546/j.cnki.tjyjc.2019.08.001
自回归模型偏自相关函数截尾性检验
Truncation Test of Partial Autocorrelation Function for Autoregressive Model
摘要
Abstract
This paper studies the truncation test of partial autocorrelation function in autoregressive model. Firstly based on the empirical likelihood method, the paper establishes test statistics, and then gives the limit distribution of test statistics under the null hypothesis. Finally, the paper applies the above method to the empirical study of specific observation data through random simulation, and the results show that the proposed method is feasible.关键词
自回归模型/经验似然/偏自相关函数/最小二乘Key words
autoregressive model/empirical likelihood/partial autocorrelation function/least squares分类
数理科学引用本文复制引用
赵志文,杨慧超,彭毳鑫..自回归模型偏自相关函数截尾性检验[J].统计与决策,2019,35(8):5-8,4.基金项目
国家自然科学基金资助项目(11571138) （11571138）
国家社会科学基金资助项目(16BTJ020) （16BTJ020）
