Class information for:
Level 1: PORTMANTEAU TEST//ADDITIVE OUTLIER//RESIDUAL AUTOCORRELATION

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
9961 1104 22.3 34%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
9 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE//COMPUTER SCIENCE, INFORMATION SYSTEMS 1247339
34 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 105938
1959 2             INTERNATIONAL JOURNAL OF FORECASTING//JOURNAL OF FORECASTING//STATISTICS & PROBABILITY 5694
9961 1                   PORTMANTEAU TEST//ADDITIVE OUTLIER//RESIDUAL AUTOCORRELATION 1104

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 PORTMANTEAU TEST authKW 297447 2% 49% 22
2 ADDITIVE OUTLIER authKW 208226 1% 47% 16
3 RESIDUAL AUTOCORRELATION authKW 188556 1% 45% 15
4 DIAGNOSTIC CHECKING authKW 138276 1% 50% 10
5 VECTOR AUTOREGRESSIVE MOVING AVERAGE MODEL authKW 126426 1% 57% 8
6 KRONECKER INDICES authKW 124455 1% 75% 6
7 COMMON CYCLES authKW 117898 1% 47% 9
8 CONDITIONAL LIKELIHOOD FUNCTION authKW 115237 0% 83% 5
9 ECHELON CANONICAL FORM authKW 110629 0% 100% 4
10 POSTERIOR MASS FUNCTION authKW 110629 0% 100% 4

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Statistics & Probability 74154 63% 0% 693
2 Social Sciences, Mathematical Methods 6632 10% 0% 107
3 Economics 4572 22% 0% 248
4 Mathematics, Interdisciplinary Applications 1975 10% 0% 110
5 Mathematical & Computational Biology 1686 7% 0% 82
6 Management 800 6% 0% 69
7 Computer Science, Interdisciplinary Applications 753 8% 0% 84
8 Biology 572 7% 0% 78
9 Computer Science, Cybernetics 236 1% 0% 16
10 Operations Research & Management Science 216 4% 0% 40

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 TIME SERIES ANAL 73750 0% 67% 4
2 FLUING MATEMAT MULTIDISCIPLINAR 55315 0% 100% 2
3 ACCOUNTANCY INFORMAT MANAGMENT 27657 0% 100% 1
4 BL DEAKIN BUSINESS 27657 0% 100% 1
5 BORDEAUX INP ENSEIRB 27657 0% 100% 1
6 BSMD 27657 0% 100% 1
7 BUSINESS ANALY 27657 0% 100% 1
8 BUSINESS SURVEY METHODOL 27657 0% 100% 1
9 CASH ANAL STUDIES 27657 0% 100% 1
10 DCSC SER C 27657 0% 100% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF TIME SERIES ANALYSIS 79106 4% 6% 46
2 JOURNAL OF FORECASTING 51884 4% 4% 48
3 BIOMETRIKA 49804 7% 2% 76
4 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 24236 3% 3% 35
5 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 18795 7% 1% 74
6 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 14172 5% 1% 50
7 JOURNAL OF ECONOMETRICS 9440 3% 1% 35
8 INTERNATIONAL STATISTICAL REVIEW 8202 1% 2% 15
9 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL 7749 1% 3% 10
10 JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 7184 2% 1% 26

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 PORTMANTEAU TEST 297447 2% 49% 22 Search PORTMANTEAU+TEST Search PORTMANTEAU+TEST
2 ADDITIVE OUTLIER 208226 1% 47% 16 Search ADDITIVE+OUTLIER Search ADDITIVE+OUTLIER
3 RESIDUAL AUTOCORRELATION 188556 1% 45% 15 Search RESIDUAL+AUTOCORRELATION Search RESIDUAL+AUTOCORRELATION
4 DIAGNOSTIC CHECKING 138276 1% 50% 10 Search DIAGNOSTIC+CHECKING Search DIAGNOSTIC+CHECKING
5 VECTOR AUTOREGRESSIVE MOVING AVERAGE MODEL 126426 1% 57% 8 Search VECTOR+AUTOREGRESSIVE+MOVING+AVERAGE+MODEL Search VECTOR+AUTOREGRESSIVE+MOVING+AVERAGE+MODEL
6 KRONECKER INDICES 124455 1% 75% 6 Search KRONECKER+INDICES Search KRONECKER+INDICES
7 COMMON CYCLES 117898 1% 47% 9 Search COMMON+CYCLES Search COMMON+CYCLES
8 CONDITIONAL LIKELIHOOD FUNCTION 115237 0% 83% 5 Search CONDITIONAL+LIKELIHOOD+FUNCTION Search CONDITIONAL+LIKELIHOOD+FUNCTION
9 ECHELON CANONICAL FORM 110629 0% 100% 4 Search ECHELON+CANONICAL+FORM Search ECHELON+CANONICAL+FORM
10 POSTERIOR MASS FUNCTION 110629 0% 100% 4 Search POSTERIOR+MASS+FUNCTION Search POSTERIOR+MASS+FUNCTION

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 MELARD, G , ROY, R , SAIDI, A , (2006) EXACT MAXIMUM LIKELIHOOD ESTIMATION OF STRUCTURED OR UNIT ROOT MULTIVARIATE TIME SERIES MODELS.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 50. ISSUE 11. P. 2958-2986 22 76% 5
2 LU, Z , HUI, YV , (2003) L-1 LINEAR INTERPOLATOR FOR MISSING VALUES IN TIME SERIES.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. VOL. 55. ISSUE 1. P. 197-216 17 100% 3
3 GUERRERO, VM , PENA, D , (2000) LINEAR COMBINATION OF RESTRICTIONS AND FORECASTS IN TIME SERIES ANALYSIS.JOURNAL OF FORECASTING. VOL. 19. ISSUE 2. P. 103-122 18 86% 7
4 MAHDI, E , (2016) PORTMANTEAU TEST STATISTICS FOR SEASONAL SERIAL CORRELATION IN TIME SERIES MODELS.SPRINGERPLUS. VOL. 5. ISSUE . P. - 11 92% 0
5 KATAYAMA, N , (2012) CHI-SQUARED PORTMANTEAU TESTS FOR STRUCTURAL VARMA MODELS WITH UNCORRELATED ERRORS.JOURNAL OF TIME SERIES ANALYSIS. VOL. 33. ISSUE 6. P. 863 -872 13 81% 1
6 CUBADDA, G , HECQ, A , PALM, FC , (2009) STUDYING CO-MOVEMENTS IN LARGE MULTIVARIATE DATA PRIOR TO MULTIVARIATE MODELLING.JOURNAL OF ECONOMETRICS. VOL. 148. ISSUE 1. P. 25-35 14 78% 3
7 TONG, H , (2001) A PERSONAL JOURNEY THROUGH TIME SERIES IN BIOMETRIKA.BIOMETRIKA. VOL. 88. ISSUE 1. P. 195 -218 46 30% 3
8 POULIN, J , DUCHESNE, P , (2008) ON THE POWER TRANSFORMATION OF KERNEL-BASED TESTS FOR SERIAL CORRELATION IN VECTOR TIME SERIES: SOME FINITE SAMPLE RESULTS AND A COMPARISON WITH THE BOOTSTRAP.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 52. ISSUE 9. P. 4432 -4457 14 74% 0
9 TRENKLER, C , WEBER, E , (2013) CODEPENDENT VAR MODELS AND THE PSEUDO-STRUCTURAL FORM.ASTA-ADVANCES IN STATISTICAL ANALYSIS. VOL. 97. ISSUE 3. P. 287-295 9 100% 0
10 MCQUARRIE, AD , TSAI, CL , (2003) OUTLIER DETECTIONS IN AUTOREGRESSIVE MODELS.JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. VOL. 12. ISSUE 2. P. 450-471 13 87% 3

Classes with closest relation at Level 1


Rank Class id link
1 21880 ESTIMATIVE PREDICTION LIMIT//PATH FORECAST//PREDICTION LIMIT
2 14615 SEASONAL ADJUSTMENT//UNOBSERVED COMPONENTS//SEASONAL COINTEGRATION
3 20360 NONLINEAR TIME SERIES//BILINEAR MODEL//ARRANGED AUTOREGRESSION
4 8626 INTERNATIONAL JOURNAL OF FORECASTING//EXPONENTIAL SMOOTHING//JOURNAL OF FORECASTING
5 19169 AUTOREGRESSIVE SIGNALS//YULE WALKER EQUATIONS//ORDER SELECTION
6 23478 LOCALLY STATIONARY PROCESSES//LOCAL STATIONARITY//LOCALLY STATIONARY TIME SERIES
7 4383 FORECAST EVALUATION//INTERNATIONAL JOURNAL OF FORECASTING//MACROECONOMIC FORECASTING
8 20528 SUBSPACE IDENTIFICATION//SUBSPACE METHODS//EXOGENOUS INPUTS
9 20746 PERIODICALLY CORRELATED PROCESSES//CYCLOSTATIONARITY//ALMOST PERIODICALLY CORRELATED PROCESSES
10 32302 DISCRETE TIME REPRESENTATION//MIXED SAMPLING FREQUENCIES//NEW KEYNESIAN MACROECONOMETRICS

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