Selection of the Initial Value of the Time Series Generating the First-Order Self-Regression Model in Simulation Mode and Their Impact on the Accuracy of the Model

Authors

• Mohammed Jasim Mohammed, Department of Statistics, College of Administration and Economics, University of Baghdad, Iraq
• Suhail Najm Abdullah, Department of Statistics, College of Administration and Economics, University of Baghdad, Iraq

Abstract

In this paper, compared eight methods for generating the initial value and the impact of these methods to estimate the parameter of a autoregressive model, as was the use of three of the most popular methods to estimate the model and the most commonly used by researchers MLL method, Barg method and the least squares method and that using the method of simulation model first order autoregressive through the design of a number of simulation experiments and the different sizes of the samples.

DOI

10.33095/jeas.v17i62.1026

Subject Area

Statistical

First Page

237

Last Page

248

Recommended Citation

Mohammed, M. J., & Abdullah, S. N. (2011). Selection of the Initial Value of the Time Series Generating the First-Order Self-Regression Model in Simulation Mode and Their Impact on the Accuracy of the Model. Journal of Economics and Administrative Sciences, 17(62), 237-248. https://doi.org/10.33095/jeas.v17i62.1026