{"id":"W2079618292","doi":"10.1016/s0304-4076(03)00137-4","title":"An omnibus test for the time series model AR(1)","year":2003,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Series (stratigraphy); Mathematics; Econometrics; Time series; Test (biology); Omnibus test; Statistics; Applied mathematics; Computer science; Statistical hypothesis testing","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.03587189,0.001744592,0.002956296,0.004372615,0.001377163,0.003155986,0.003382193,0.003719082,0.04106837],"category_scores_gemma":[0.1421463,0.0006452411,0.004075871,0.0035013,0.003539821,0.005356735,0.003457504,0.003440103,0.00389908],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006374212,"about_ca_system_score_gemma":0.001927959,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009721321,"about_ca_topic_score_gemma":0.0008475584,"domain_scores_codex":[0.9413833,0.03500651,0.004018943,0.01091081,0.006268548,0.002411873],"domain_scores_gemma":[0.6087633,0.3532876,0.01318509,0.01662355,0.004951967,0.003188452],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.01582147,0.003316142,0.6260113,0.001798098,0.01515038,0.006821477,0.002861544,0.01118035,0.01771978,0.102487,0.02661527,0.1702172],"study_design_scores_gemma":[0.00604442,0.01832322,0.4783405,0.0005048682,0.00667373,0.01501512,0.007630152,0.2663671,0.0101361,0.1602936,0.02998939,0.0006819085],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.8350968,0.000779636,0.1260666,0.003375439,0.001286986,0.000388356,0.007023928,0.0008388525,0.02514338],"genre_scores_gemma":[0.9736072,0.0001409319,0.01874663,0.0006282918,0.0004876008,0.0003200004,0.003109077,0.0001648019,0.002795404],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.04106837,"threshold_uncertainty_score":0.1897109,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1213033515348377,"score_gpt":0.2412119435353558,"score_spread":0.1199085920005181,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}