A Method for Testing the Order of an Autoregressive-Moving Average Process
提出一种基于残差序列相关性的自回归移动平均过程阶数检验方法，相比Box-Pierce检验对模型区分更敏感。
A procedure is suggested for testing the order of an autoregressive-moving average process which is based on the same set of residual serial correlations as the Box-Pierce test. However, the present method has advantages in terms of its sensitivity to discriminating between alternative models.