The mechanics of the procedure for building space-time autoregressive moving average (STARMA) models is dependent upon the form of G, the variance-covariance matrix of the underlying errors.This paper presents large sample tests of the hypotheses that G is diagonal and that G equals o2 I. Tables of the critical values for these tests are constructed
No takes yet. Share an insight, caveat, or question.
Pfeifer et al. (1980) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: