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On the Distribution of the Peña Rodríguez Portmanteau Statistic

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Figure

Figure 2:First transformed gamma CDF approximation (black line) and proposedpolynomially adjusted beta CDF approximation (large dots) superimposed on thesimulated CDF (in grey) forn=10andm= 3[MA(1) process]
Figure 3: First transformed gamma CDF approximation (black line) and proposedpolynomially adjusted beta CDF approximation (large dots) superimposed on thesimulated CDF (in grey) forn=10andm= 3[AR(1) process]
Figure 5: First transformed gamma CDF approximation (black line), second transformedgamma CDF approximation (dots) and beta CDF approximation (large dots)superimposed on the simulated CDF (in grey) forn= 36andm=12[MA(1) process]
Figure 7: First transformed gamma CDF approximation (black line), second transformedgamma CDF approximation (dots) and beta CDF approximation (large dots)superimposed on the simulated CDF (in grey) forn= 36andm=12[ARMA(1,1)process]
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