George E. P. Box

Introduction to Response Surface Methodology. The Use of Graduating Functions. Least Squares for Response Surface Work. Factorial Designs at Two Levels. Blocking and Fractionating 2 k Factorial Designs. The Use of Steepest Ascent to Achieve System Improvement. Fitting Second--Order Models. Adequacy of Estimation and the Use of Transformation. Exploration of Maxima and Ridge Systems with Second--Order Response Surfaces. Occurrence and Elucidation of Ridge Systems, I. Occurrence and Elucidation of Ridge Systems, II. Links Between Emprirical and Theoretical Models. Design Aspects of Variance, Bias, and Lack of Fit. Variance----Optimal Designs. Practical Choice of a Response Surface Design. Subject Index. Index.

The overall test for lack of fit in autoregressive-moving average models proposed by Box & Pierce (1970) is considered. It is shown that a substantially improved approximation results from a simple modification of this test. Some consideration is given to the power of such tests and their robustness when the innovations are nonnormal. Similar modifications in the overall tests used for transfer function-noise models are proposed