The Order of Differencing in ARIMA Models
推导了一个拉格朗日乘子检验，用于检验ARIMA模型中的差分阶数，并通过实例说明该方法的用法。
Abstract A Lagrange multiplier test is derived for testing for the order of differencing in an autoregressive integrated moving average (ARIMA) model. The procedure is illustrated with an example.