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Publication Date
Thu Mar 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Volume
18
Issue Number
65
DOI
10.33095/jeas.v18i65.1159
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jeasiq-1159
Comparison study of Information Criteria to determine the order of Autoregressive models
Self - regression models
نماذج الانحدار الذاتي
جنان عباس
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بهذا البحث نقارن معاييرالمعلومات التقليدية (AIC , SIC, HQ , FPE ) مع معيارمعلومات الانحراف المحور (MDIC) المستعملة لتحديد رتبة انموذج الانحدارالذاتي (AR) للعملية التي تولد البيانات,باستعمال المحاكاة وذلك بتوليد بيانات من عدة نماذج للأنحدارالذاتي,عندما خضوع حد الخطأ للتوزيع الطبيعي بقيم مختلفة لمعلماته
(المتوسط والتباين) ولحجوم مختلفة من العينات.

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