The Performance of AICC As Order Determination Criterion in ARMA time series models

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The Performance of AICC As Order Determination Criterion in ARMA time series models

This study is undertaken with the objective of investigating the performance of Akaike’s Information Corrected Criterion (AICC) as an order determination criterion for the selection of Autoregressive Moving-average or ARMA (p, q) time series models. A simulation investigation was carried out to dete...

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Bibliographic Details
Main Authors:	Venus, Khim-Sen Liew, Shitan, Mahnendran
Format:	Article
Language:	English
Published:	Pertanika J. Sci. & Technol. 2002
Subjects:	AC Collections. Series. Collected works H Social Sciences (General) HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/79/ http://ir.unimas.my/id/eprint/79/1/The%20Performance%20of%20AICC%20As%20Order%20Determination%20Criterion%20in%20ARMA%20time%20series%20models%20%28abstract%29.pdf

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