أنموذج الأنحدار الذاتي
معيار بيز
دالة الأرتباط الذاتي
دالة الأرتباط الجزئي
طريقة الأمكان الأعظم
طريقة المربعات الصغرى
طريقة العزوم .
Autoregressive mode
Bayesian criterion
Auto Correlation Function
Partial Auto Correlation Function
Maximum Likelihood Method
Least squares method
Moment method .
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In this research work an attempt has been made to investigate about the Robustness of the Bayesian Information criterion to estimate the order of the autoregressive process when the error of this model, Submits to a specific distributions and different cases of the time series on various size of samples by using the simulation, This criterion has been studied by depending on ten distributions, they are (Normal, log-Normal, continues uniform, Gamma , Exponential, Gamble, Cauchy, Poisson, Binomial, Discrete uniform) distributions, and then it has been reached to many collection and recommendations related to this object , when the series residual variable is subject to each ( Poisson , Binomial , Exponential , Dis
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