On Autoregressive Order Selection Criteria
This study investigates the performance of various commonly applied order selection criteria in selecting order of Autoregressive (AR) process. The most important finding of this study is that Akaike’s information criterion, Schwarz information criterion, Hannan-Quinn criterion, final prediction err...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Teknologi Mara, Cawangan Johor.
2005
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/29602/1/venus2.pdf http://ir.unimas.my/id/eprint/29602/ https://www.researchgate.net/publication/308076186_On_Autoregressive_Order_Selection_Criteria |
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| Institution: | Universiti Malaysia Sarawak |
| Language: | English |