A Comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA Model-Reference-Cited by-同舟云学术

A Comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA Model

Published:2009-07-20 Issue:5 Volume:13 Page:419-434
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Beveridge Steve,Oickle Cyril

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.3980130502/fullpdf

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