A Comparison of Some Order-Determination Criteria for First-Order Autoregressive Models (Normal and Non-Normal) Using Simulation

Authors

• Suhail Najm Abdullah, Department of Statistics, College of Administration & Economics, University of Baghdad, Iraq

Abstract

The search is contain compared among some order selection criteria (FPE,AIC,SBC,H-Q) for the Model first order Autoregressive when the White Noise is follow Normal distribution and some of non Gaussian distributions (Log normal, Exponential and Poisson distribution ) by using Simulation

DOI

10.33095/jeas.v16i58.1487

Subject Area

Statistical

First Page

189

Last Page

200

Recommended Citation

Abdullah, S. N. (2010). A Comparison of Some Order-Determination Criteria for First-Order Autoregressive Models (Normal and Non-Normal) Using Simulation. Journal of Economics and Administrative Sciences, 16(58), 189-200. https://doi.org/10.33095/jeas.v16i58.1487