The Performance of AlCC as an Order Selection Criterion in
ARMA Time Series Models

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The Performance of AlCC as an Order Selection Criterion in ARMA Time Series Models

This study is undertaken with the objective of investigating the performance of Akaike's Information Corrected Criterion (AlCC) as an order determination criterion for the selection of Autoregressive Moving-Average or ARMA (P,q) time series model. A simulation investigation was carried to dete...

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Bibliographic Details
Main Authors:	Sen, Liew Khim, Shitana, Mahendran
Format:	Article
Language:	English English
Published:	Universiti Putra Malaysia Press 2002
Online Access:	http://psasir.upm.edu.my/id/eprint/3803/ http://psasir.upm.edu.my/id/eprint/3803/1/The_Performance_of_AlCC_as_an_Order_Selection_Criterion_in.pdf

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