The Performance of AICC As Order Determination Criterion in ARMA time series models
This study is undertaken with the objective of investigating the performance of Akaike’s Information Corrected Criterion (AICC) as an order determination criterion for the selection of Autoregressive Moving-average or ARMA (p, q) time series models. A simulation investigation was carried out to dete...
Saved in:
Main Authors: | , |
---|---|
Format: | E-Article |
Language: | English |
Published: |
Pertanika J. Sci. & Technol.
2002
|
Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/79/1/The%20Performance%20of%20AICC%20As%20Order%20Determination%20Criterion%20in%20ARMA%20time%20series%20models%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/79/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Universiti Malaysia Sarawak |
Language: | English |