دراسة مقارنة لمعايير المعلومات لتحديد رتبة نماذج الانحدار الذاتي
DOI:
https://doi.org/10.33095/jeas.v18i65.1159الكلمات المفتاحية:
Self - regression models، نماذج الانحدار الذاتيالملخص
In this study, we compare between the traditional Information Criteria (AIC, SIC, HQ, FPE) with The Modified Divergence Information Criterion (MDIC) which used to determine the order of Autoregressive model (AR) for the data generating process, by using the simulation by generating data from several of Autoregressive models, when the error term is normally distributed with different values for its parameters (the mean and the variance),and for different sample sizes.
التنزيلات
منشور
إصدار
القسم
الرخصة
Articles submitted to the journal should not have been published before in their current or substantially similar form or be under consideration for publication with another journal. Please see JEAS originality guidelines for details. Use this in conjunction with the points below about references, before submission i.e. always attribute clearly using either indented text or quote marks as well as making use of the preferred Harvard style of formatting. Authors submitting articles for publication warrant that the work is not an infringement of any existing copyright and will indemnify the publisher against any breach of such warranty. For ease of dissemination and to ensure proper policing of use, papers and contributions become the legal copyright of the publisher unless otherwise agreed.
The editor may make use of Turtitin software for checking the originality of submissions received.
