Performances of Various Order Selection Criteria for Autoregressive Process
In most economic researches, the selection of autoregressive order based for an economic time series is an essential task. Specifically, many econometric testing procedures, for instance, all forms of linearity, unit root, cointegration and causality tests, require the determination of optimal lag l...
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| Format: | Article |
| Language: | English |
| Published: |
HRMARS
2021
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| Online Access: | http://ir.unimas.my/id/eprint/35656/1/performances1.pdf http://ir.unimas.my/id/eprint/35656/ https://hrmars.com/search/advance_search_res/YToyOntzOjE6ImsiO3M6NzU6IlBlcmZvcm1hbmNlcyBvZiBWYXJpb3VzIE9yZGVyIFNlbGVjdGlvbiBDcml0ZXJpYSBmb3IgQXV0b3JlZ3Jlc3NpdmUgUHJvY2VzcyI7czoxOiJqIjtzOjI6IjExIjt9 http://dx.doi.org/10.6007/IJAREMS/v10-i3/10448 |
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| Institution: | Universiti Malaysia Sarawak |
| Language: | English |