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M.; Box, G. E. P. (1978). \u201cOn a 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a b Ljung, G. M.; Box, G. E. P. (1978). \u201cOn a measure of lack of fit in time series models\u201d. Biometrika 65 (2):  297\u2013303. doi:10.1093\/biomet\/65.2.297.\u00a0^ a b Box, G. E. P.; Pierce, D. A. (1970). \u201cDistribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models\u201d. Journal of the American Statistical Association 65 (332):  1509\u20131526. doi:10.1080\/01621459.1970.10481180. JSTOR\u00a02284333.\u00a0^ a b Castle, Jennifer L.; Hendry, David F. (2010). \u201cA Low-Dimension Portmanteau Test for Non-linearity\u201d. Journal of Econometrics 158 (2):  231\u2013245. doi:10.1016\/j.jeconom.2010.01.006.\u00a0\u53c2\u8003\u6587\u732e[\u7de8\u96c6]Enders, W. (1995). Applied Econometric Time Series. New York: John Wiley & Sons. pp.\u00a086\u201387. 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