... Technometrics, 22, 3 89 396 .Kohn, R. and Ansley, C. ( 198 5), “Efficient Estimation and Prediction in Time Series RegressionModels,” Biometrika, 72, 3, 694 – 697 .Ljung, G. M. and Box, G. E. P. ( 197 8), “On ... Models,” JASA, 79 (385),84 96 .Tsay, R. S. and Tiao, G. C. ( 198 5), “Use of Canonical Analysis in Time Series Model Identification,”Biometrika, 72 (2), 299 –315.Woodfield, T. J. ( 198 7), “Time Series ... portmanteau Q test statistics(McLeod and Li 198 3), Engle’s Lagrange multiplier tests (Engle 198 2), tests from Lee and King( 199 3), and tests from Wong and Li ( 199 5). Test statistics and significance p-values...