Selection of Order Parameter for Autoregressive Models
碩士 === 國立彰化師範大學 === 統計資訊研究所 === 99 === Autoregressive model is a popular method for analyzing the time series data, where selection of order parameter is imperative. Two commonly used selection criteria are the Akaike information criterion (AIC) and the Bayesian information criterion (BIC). However,...
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| Format: | Others |
| Language: | zh-TW |
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2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82527626508651582632 |