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Abstract
Time series model diagnostic checking is the most important stage of time series model building. In this paper the comparison among several suggested diagnostic tests has been made using the simulation time series data.
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Chand, S., & Kamal, S. (2006). A Comparative Study of Portmanteau Tests for Univariate Time Series Models. Pakistan Journal of Statistics and Operation Research, 2(2), 111-114. https://doi.org/10.18187/pjsor.v2i2.94