Davies, N.; Triggs, C. M.; Newbold, P. Significance levels of the Box-Pierce portmanteau statistic in finite samples. (English) Zbl 0391.62066 Biometrika 64, 517-522 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 22 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:Significance Levels; Chi Square Approximation; Box-Pierce Portmanteau Statistic; Finite Samples; Stationary Autoregressive-Moving Average Process PDFBibTeX XMLCite \textit{N. Davies} et al., Biometrika 64, 517--522 (1977; Zbl 0391.62066) Full Text: DOI