Comparison of some information criteria performance for selecting time series models in lower orders
In this research we display some information criteria for time series like AIC,BIC,AICc and others. Beside that a proposal criteria is NAICc , two methods have been used for comparison of performance criteria by simulated and real data and we got encouraging results.
| Format: | Article |
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| Language: | Arabic |
| Published: |
College of Computer Science and Mathematics, University of Mosul
2011-06-01
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| Series: | المجلة العراقية للعلوم الاحصائية |
| Online Access: | https://stats.mosuljournals.com/article_28371_f2e3ed5f07b9ae33459a64ab1d86d0fb.pdf |