Portmanteau test

A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests constructed in this context can have the property of being at least moderately powerful against a wide range of departures from the null hypothesis. Thus, in applied statistics, a portmanteau test provides a reasonable way of proceeding as a general check of a model's match to a dataset where there are many different ways in which the model may depart from the underlying data generating process. Use of such tests avoids having to be very specific about the particular type of departure being tested.

单词	Portmanteau test
释义	Portmanteau test 英语百科 Portmanteau test A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests constructed in this context can have the property of being at least moderately powerful against a wide range of departures from the null hypothesis. Thus, in applied statistics, a portmanteau test provides a reasonable way of proceeding as a general check of a model's match to a dataset where there are many different ways in which the model may depart from the underlying data generating process. Use of such tests avoids having to be very specific about the particular type of departure being tested.
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