Selection of the initial value of the time series generating the first-order self-regression model in simulation modeAnd their impact on the accuracy of the model
DOI:
https://doi.org/10.33095/jeas.v17i62.1026Keywords:
Selection of the initial value of the time series generating the first-order self-regression model in simulation modeAnd their impact on the accuracy of the modelAbstract
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.
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