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87:, having been devised at essentially the same time; a seemingly trivial simplification (omitted in the improved test) was found to have a deleterious effect. This portmanteau test is useful in working with
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has been devised, which allows a general test to be made for the possibility that a range of types nonlinear transformations of combinations of the
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Box, G. E. P.; Pierce, D. A. (1970). "Distribution of
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is more loosely specified. Tests constructed in this context can have the property of being at least moderately
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against a wide range of departures from the null hypothesis. Thus, in
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in the residuals of a model: it tests whether any of a group of
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209:"A Low-Dimension Portmanteau Test for Non-linearity"
132:"On a measure of lack of fit in time series models"
173:Journal of the American Statistical Association
207:Castle, Jennifer L.; Hendry, David F. (2010).
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