Comparison of automated procedures for ARMA model identification

Author:

Stadnytska Tetiana,Braun Simone,Werner Joachim

Publisher

Springer Science and Business Media LLC

Subject

General Psychology,Psychology (miscellaneous),Arts and Humanities (miscellaneous),Developmental and Educational Psychology,Experimental and Cognitive Psychology

Reference57 articles.

1. Akaike, H. (1974). A new look at the statistical model identification. IEEE Transactions on Automatic Control, 19, 716–723.

2. Algina, J., & Swaminathan, H. A. (1977). A procedure for the analysis of time series designs. Journal of Experimental Education, 45, 56–60.

3. Algina, J., & Swaminathan, H. A. (1979). Alternatives to Simonton’s analysis of interrupted and multiple-group time series designs. Psychological Bulletin, 86, 919–926.

4. Beguin, J. M., Gourieroux, C., & Montfort, A. (1980). Identification of mixed autoregressive-moving average process: The corner method. In O. D. Anderson & M. R. Perryman (Eds.), Time series analysis: Proceedings of the international conference held at Houston, Texas, August 1980 (pp. 423–436). Amsterdam: North-Holland.

5. Bowerman, B. L., & O’Connell, R. T. (1993). Forecasting and time series: An applied approach. Belmont: Duxbury Press.

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