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Non- Gaussian moving average model from second order (simulation study) | ||
| magazine of college Administration&Economics for economic &administration & financial studies | ||
| Article 1, Volume 257, Issue 4, 2011, Pages 57-67 | ||
| Abstract | ||
| Abstract: Abstract This paper reviews the effect (parameter estimate, samples sizes, the distribution of random error) for the mobile media model is the natural second-degree MA (2) and keep track of this effect by calculating the average absolute percentage error MAPE relative to the contours of the model and using the simulation method. The most important conclusions were: That the parameters estimated for the model of MA (2) negative values and whatever signal the initial value of it, and that the values of () MAPE decreases progressively greater volumes of samples, regardless of the distribution of errors of random, whether intermittent or continuous, and that the values of () MAPE of the model in the case of Poisson distribution is greater than values () MAPE for all other distributions. | ||
| Keywords | ||
| Statistics | ||
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