- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
ملاحظات حول التقدير بطريقة العزوم للانموذج ARMA(1,1) وARMA(0,1) | ||
| journal of Economics And Administrative Sciences/ University of baghdad | ||
| Article 1, Volume 18, Issue 65, 2012, Pages 305-315 | ||
| Abstract | ||
| By driven the moment estimator of ARMA (1, 1) and by using the simulation some important notice are founded, From the more notice conclusions that the relation between the sign and moment estimator for ARMA (1, 1) model that is: when the sign is positive means the root gives invertible model and when the sign is negative means the root gives invertible model. An alternative method has been suggested for ARMA (0, 1) model can be suitable when | ||
| Keywords | ||
| ARMA | ||
|
Statistics Article View: 107 PDF Download: 99 |
||