On a Measure of Lack of Fit in Time Series Models

Journal Article On a measure of lack of fit in time series models Get access G. M. LJUNG, G. M. LJUNG College of Business Administration, University of DenverColorado Search for other works by this author on: Oxford Academic Google Scholar G. E. P. BOX G. E. P. BOX Department of Statistics, University of WisconsinMadison Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 65, Issue 2, August 1978, Pages 297–303, https://doi.org/10.1093/biomet/65.2.297 Published: 01 August 1978 Article history Received: 01 September 1977 Revision received: 01 January 1978 Published: 01 August 1978