Submissionincluded software
Submissionincluded
Added: May 02, 2013 | Visits: 428
Included in the submitted file:Jan Beran's goodness of fit test for ARFIMA(p,d,q) processes, which is the spectral domain equivalent of the Ljung-Box statistics.Can be used for model validation or model selection (eg.comparing the goodness of fit of an ARFIMA(1,d,0) vs. an ARFIMA(5,0,0)...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): ARFIMA(p,d,q) goodness-of-fit test Download |