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                            Library & Multimedia
 Variance of the Sample Space-Time Autocorrelation Function
NCJ Number
              88473
Journal

*Journal of the Royal Statistical Society, Series B (Methodological)* Volume: 43 Issue: 1 Dated: (1981) Pages: 28-33
Author(s)
          P E Pfeifer;
                        S J Deutsch
Date Published

1981
Length
              6 pages
Annotation
              An important part of the diagnostic checking of space time autoregressive moving average (STARMA) models is testing the temporal independence of the residuals.
Abstract
              In the context of the three-stage modeling procedure, such a test is based on the sample space time autocorrelation function. This paper develops approximate variances of the sample space time autocorrelation function when the underlying process is white noise. Formulas, tables, and 10 references are supplied. (Author abstract modified)
      
  
          Additional Details
Grant Number(s)
        78-NI-AX-0040
                                75-NI-99-091


  
  
        
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Date Published: January 1, 1981
    
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