{"id":"W2205743915","doi":"10.2139/ssrn.1590823","title":"Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Econometrics; Autoregressive–moving-average model; Computer science; Statistics; Mathematics; Autoregressive model","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001546288,0.00009975398,0.0003269923,0.0002513796,0.0001178648,0.00001694097,0.0001909662,0.0001007609,0.000007424013],"category_scores_gemma":[0.002492435,0.0001079708,0.00008848844,0.000404806,0.00005474276,0.0002755986,0.00002190126,0.0006717518,0.000001118353],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009654507,"about_ca_system_score_gemma":0.001273363,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001013233,"about_ca_topic_score_gemma":0.0004984715,"domain_scores_codex":[0.9982324,0.000007141411,0.0008269967,0.0001670314,0.00004851226,0.0007179246],"domain_scores_gemma":[0.9985774,0.0003096964,0.0005961669,0.0001485268,0.0003348401,0.00003339867],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004178318,0.0001923328,0.1156392,0.0001023089,0.00007400628,1.827037e-7,0.0004010302,0.004604104,0.0008126502,0.8765877,0.00002956946,0.001515117],"study_design_scores_gemma":[0.0003955919,0.0001246109,0.001801607,0.00002743377,0.00001573932,0.00001647195,0.00008293782,0.02906252,0.0005415005,0.9676892,0.0001254783,0.000116876],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8112828,0.002312612,0.1857554,0.0001711287,0.0001158129,0.0001447433,0.00005280257,0.000005785251,0.0001589206],"genre_scores_gemma":[0.9951662,0.0008246657,0.003794981,0.00001714505,0.0001392677,0.000007305911,0.000003835327,0.00001835615,0.00002820677],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1838835,"threshold_uncertainty_score":0.4402923,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08120784509091974,"score_gpt":0.3162809120220209,"score_spread":0.2350730669311011,"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."}}