George E. P. Box
University of Wisconsin–Madison
1 paper in the Anchorcite directory, published in 1978, cited 6,157 times in total.
Research topics
- Monetary Policy and Economic Impact · 1 paper
Frequent co-authors
- Greta M. Ljung · 1 paper
Papers
- On a measure of lack of fit in time series modelsBiometrika · 1978 · 6,157 citations
The overall test for lack of fit in autoregressive-moving average models proposed by Box & Pierce (1970) is considered. It is shown that a substantially improved approximation results from a simple modification of this test. Some consideration is given to…
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