- Article
A Unified Test for the AR Error Structure of an Autoregressive Model
- Xinyi Wei,
- Xiaohui Liu,
- Yawen Fan,
- Li Tan and
- Qing Liu
A direct application of autoregressive (AR) models with independent and identically distributed (iid) errors is sometimes inadequate to fit the time series data well. A natural alternative is further to assume the model errors following an AR process...