The Performance of AlCC as an Order Selection Criterion in ARMA Time Series Models
This study is undertaken with the objective of investigating the performance of Akaike's Information Corrected Criterion (AlCC) as an order determination criterion for the selection of Autoregressive Moving-Average or ARMA (P,q) time series model. A simulation investigation was carried to dete...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Universiti Putra Malaysia Press
2002
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3803/1/The_Performance_of_AlCC_as_an_Order_Selection_Criterion_in.pdf |