ORDER SELECTION OF AUTOREGRESSIVE MODEL
Order selection is an important step in autoregressive (AR) modeling. It may be executed through examining the stationary process and the behavior of residuals. In this thesis, the New Final Prediction Error (NFPE) approach was applied by calculating the expectation of prediction error. The best...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/33925 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |