Generalizing Hosking (1980a), the Lagrange-multiplier test procedure is applied to hypotheses concerning multivariate autoregressive moving-average time-series models. The portmanteau and Quenouille ...

When you select the NOINT or NOSCALE option, restrictions are placed on the intercept or scale parameters. Lagrange multiplier, or score, statistics are computed in these cases. These statistics ...

This is a preview. Log in through your library . Abstract The paper considers different versions of the Lagrange multiplier (LM) tests for autocorrelation and/or for conditional heteroskedasticity.

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...