Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

```@article{Box1970DistributionOR,
title={Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models},
author={G. E. P. Box and David A. Pierce},
journal={Journal of the American Statistical Association},
year={1970},
volume={65},
pages={1509-1526}
}```
• Published 1 December 1970
• Mathematics
• Journal of the American Statistical Association
Many statistical models, and in particular autoregressive-moving average time series models, can be regarded as means of transforming the data to white noise, that is, to an uncorrelated sequence of errors. If the parameters are known exactly, this random sequence can be computed directly from the observations; when this calculation is made with estimates substituted for the true parameter values, the resulting sequence is referred to as the "residuals," which can be regarded as estimates of…
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