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COMPARATIVE FOR SOME METHOD TO ESTIMATE THE RANDOM PARAMETERS OF FIRST-ORDER AUTOREGRESSIVE MODEL | ||
| AL-TAQANI | ||
| Article 1, Volume 26, Issue 4, 2013, Pages 0-0 | ||
| Author | ||
| Salem Beder Mohammed | ||
| Abstract | ||
| There is a great importance to the models , (Non stationary ) of Autoregressive model with one order in time serious field . The important step to model time series analysis is estimating the parameter of model AR(1) , and choose the suitable method from several methods to estimate (t) 1 φφ which are :- 1- The Moment Method (MM) . 2- The ordinary Least Square Method (OLS) . 3- The Approximate Maximum Likelihood Method (AML) . 4- The Exact Maximum Likelihood Method (EML) The research shows , possibility of estimate the random parameters by the classic methods , and the Best method to estimate is (EML) Exact Maximum Likelihood | ||
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