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1 Ljung-Box test
Общая лексика: критерий Льюнга-Бокса -
2 Ljung-Box test
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3 test
1) испытания || испытывать2) проверка; контроль || проверять; контролировать3) тест; тестирование || тестировать4) критерий; условие; признак•- test of independence
- accelerated life test
- acceleration test
- acceptance test
- actual test
- aging test
- alpha test
- asymptotic test
- audible test
- augmented test
- augmented Dickey-Fuller test
- autocorrelation test
- Bayes test
- bed of nails test
- bench test
- best unbiased test
- beta test
- biased test
- Box-Pierce test
- breakdown test
- breaking test
- break-point test
- Breush-Pagan test
- built-in test
- built-in error rate test
- burn-in reliability test
- built-in self-test
- busy test
- calibration test
- camera linearity test
- captive test
- Charpy test
- check test
- chi-square test
- chi-square test for goodness-of-fit
- chi-square test for homogeneity
- Chow test
- clock-rate test
- closed-loop test
- cointegration test
- combined environmental reliability test
- common factor test
- comparative listening test
- comparison test
- computer-aided test
- conditional moment test
- connectivity test
- conservative test
- consistent test
- constant acceleration test
- constant-load amplitude test
- continuity test
- cumulative sum test
- cumulative sum of squares test
- degradation rate test
- destructive test
- development test
- diagnostic test
- diagnostic function test
- Dickey-Fuller test
- dielectric breakdown test
- differencing test
- distribution-free test
- drive fitness test
- dummy test
- Durbin's h-test
- Durbin-Watson test
- dynamic test
- efficient test
- electrostatic discharge test
- engaged test
- engineering test
- environmental test
- ESD test
- exact test
- exhaustive test
- extensive test
- extreme test
- F-test
- failure-rate test
- field test
- Fisher's test
- Fisher's exact test
- flash test
- forced-failure test
- Friedman's test
- functional test
- gamma test
- Gleiser test
- Godfrey test
- Goldfeld-Quandt test
- go/no-go confidence test
- goodness-of-fit test
- goodness-of-fit chi-square test
- Granger causality test
- Hausman test
- high-potential test
- homogeneity test
- hot-weather test
- hypothesis test
- impact test
- in-circuit test
- independence chi-square test
- indoor test
- information matrix test
- integrated test
- intelligence test
- in-use life test
- invariant test
- J-test
- Kolmogorov-Smirnov test
- Kruskal-Wallis test
- Lagrange multiplier test
- leak test
- leakage test
- life test
- likelihood ratio test
- Ljung-Box test
- local loopback test
- logical test
- log-rank test
- longevity test
- long-term test
- long-time test
- loopback test
- lot-by-lot test
- mandrel test
- Mann-Whitney rank sum test
- Mantel-Cox test
- marginal test
- matrix life test
- memory address test
- misspecification test
- mock-up test
- model test
- modem loopback test
- moisture resistance test
- most powerful test
- multiple-comparison test
- nested test
- non-Bayes test
- nondestructive test
- non-linearity test
- non-nested test
- non-parametric test
- normal-theory based test
- off-line test
- omitted variables test
- on-demand test
- one-sample test
- one-sided test
- on-line test
- on-off test
- open-loop test
- operating-life test
- operational readiness and reliability test
- outer product of gradient test
- over-identifying restrictions test
- parameter constancy test
- parameter-free test
- parametric test
- Pearson's test
- percentage test
- performance test
- power-on self test
- predictive failure test
- preliminary test
- premodel test
- progressive stress test
- proof test
- prototype test
- qualification test
- randomization test
- randomized-step test
- rank test
- reliability test
- remote loopback test
- rig test
- ringing test
- robust statistical test
- routine test
- runs test
- semidestructive test
- sequential test
- sequential probability ratio test
- service test
- shakedown test
- shake-table test
- shelf-life test
- shock test
- short-term test
- short-time test
- significance test
- simulated test
- simulation test
- sing test
- space test
- specification test
- SS test
- static test
- statistical test
- step-stress test
- strength test
- structural test
- studentized test
- Student's test
- subjective test
- system test
- systems test
- terminal strength test
- thermal test
- thermal-fatigue test
- thermal-shock test
- tropical test
- truth-table test
- tuning-fork test
- Turing test
- two-sided test
- ultrasonic test
- unbiased test
- uniformly most powerful test
- unit root test
- variable addition test
- variable deletion test
- vertical-interval test
- vibration test
- vitality test
- voltage-breakdown test
- Wald test
- wear test
- White test
- Wilcoxon signed rank test
См. также в других словарях:
Ljung-Box test — In statistics, there are a large number of tests of randomness. The Ljung Box test is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each… … Wikipedia
Box-Pierce test — In econometrics the Box Pierce test is a portmanteau test for autocorrelated errors. The Box Pierce statistic is computed as the weighted sum of squares of a sequence of autocorrelations. [Box, G. E. P. and Pierce, D. A., Distribution of the… … Wikipedia
Box-Jenkins — In econometrics, the Box Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time series to past values of this time series, in… … Wikipedia
Box-Ljung-Test — Mit Hilfe eines Portmanteau Tests wird für mehrere Autokorrelationskoeffizienten die Signifikanz zu Null getestet. Dies ist vor allem bei der Prüfung der Autokorrelationsfreiheit der Residuen im Rahmen der Diagnosephase einer Zeitreihenanalyse… … Deutsch Wikipedia
Box-Ljung Test — Mit Hilfe eines Portmanteau Tests wird für mehrere Autokorrelationskoeffizienten die Signifikanz zu Null getestet. Dies ist vor allem bei der Prüfung der Autokorrelationsfreiheit der Residuen im Rahmen der Diagnosephase einer Zeitreihenanalyse… … Deutsch Wikipedia
Box-Pierce-Test — Mit Hilfe eines Portmanteau Tests wird für mehrere Autokorrelationskoeffizienten die Signifikanz zu Null getestet. Dies ist vor allem bei der Prüfung der Autokorrelationsfreiheit der Residuen im Rahmen der Diagnosephase einer Zeitreihenanalyse… … Deutsch Wikipedia
Portmanteau test — In statistics, a portmanteau test tests whether any of a group of autocorrelations of a time series are different from zero. Among portmanteau tests are both the Ljung Box test and the (now obsolete) Box Pierce test. The portmanteau test is… … Wikipedia
Portmanteau-Test — Mit Hilfe eines Portmanteau Tests wird für mehrere Autokorrelationskoeffizienten die Signifikanz zu Null getestet. Dies ist vor allem bei der Prüfung der Autokorrelationsfreiheit der Residuen im Rahmen der Diagnosephase einer Zeitreihenanalyse… … Deutsch Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… … Wikipedia
Q-statistic — The Q statistic is a test statistic output by either the Box Pierce test or, in a modified version which provides better small sample properties, by the Ljung Box test. It follows the chi squared distribution.See also Portmanteau test.The q… … Wikipedia
