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Comparison of some information criteria performance for selecting time series models in lower orders | ||
| IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
| Article 7, Volume 11, Issue 1, 2011, Pages 71-100 PDF (0 K) | ||
| DOI: 10.33899/iqjoss.2011.028371 | ||
| Abstract | ||
| In this research we display some information criteria for time series like AIC,BIC,AICc and others. Beside that a proposal criteria is NAICc , two methods have been used for comparison of performance criteria by simulated and real data and we got encouraging results. | ||
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