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Estimation of State Space Models by using Ridge Regression Technique with Application | ||
| IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
| Article 11, Volume 10, Issue 2, 2010, Pages 155-176 PDF (0 K) | ||
| DOI: 10.33899/iqjoss.2010.028422 | ||
| Abstract | ||
| In this paper many state space models are fitted. The statistical criteria used to choose the best estimated model whose parameters estimated by the Ridge regression method. This method can be used when the predicator variables are multicollinear.The data used in this paper represented by the temperature, which is the response variable and the predictor variables effulgence, wined, sunshine and evaporation. | ||
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