This is a preview. Log in through your library . Abstract Testing for first-order auto-regressive errors in a linear regression model is considered. It is found that the L1-norm based Lagrange ...
Generalizing Hosking (1980a), the Lagrange-multiplier test procedure is applied to hypotheses concerning multivariate autoregressive moving-average time-series models. The portmanteau and Quenouille ...
When you select the NOINT or NOSCALE option, restrictions are placed on the intercept or scale parameters. Lagrange multiplier, or score, statistics are computed in these cases. These statistics ...
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