The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models

The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models

Kajian ini bertujuan untuk menilai prestasi kriteria maklumat Akaike diperbaiki atau AICC (Akaike’s Information Corrected Criterion) sebagai kriteria penentuan peringkat dalam pembentukan model Autoregresif Purata Bergerak (Autoregressive Movingaverage) atau ARMA(p, q). Suatu penyelidikan simulasi d...

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Bibliographic Details
Main Authors: Venus, Khim-Sen Liew, Mahnendran, Shitan
Format: E-Article
Language:English
Published: Universiti Putra Malaysia Press 2002
Subjects:
QA Mathematics
Online Access:http://ir.unimas.my/id/eprint/29611/1/The%20Performance%20of%20AlCC%20as%20an%20Order%20Selection%20Criterion%20in%20ARMA%20Time%20Series%20Models%20-%20Copy.pdf
http://ir.unimas.my/id/eprint/29611/
http://www.pertanika.upm.edu.my/JST.php
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Institution: Universiti Malaysia Sarawak
Language: English

Internet

http://ir.unimas.my/id/eprint/29611/1/The%20Performance%20of%20AlCC%20as%20an%20Order%20Selection%20Criterion%20in%20ARMA%20Time%20Series%20Models%20-%20Copy.pdf
http://ir.unimas.my/id/eprint/29611/
http://www.pertanika.upm.edu.my/JST.php

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