scholarly journals Performances of Various Order Selection Criteria for Autoregressive Process

2021 ◽  
Vol 10 (3) ◽  
Author(s):  
Venus Khim-Sen Liew
Keyword(s):  
Selection Criteria ◽  
Autoregressive Process ◽  
Order Selection

Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes

2016 ◽  
Vol 22 (1) ◽  
pp. 151-159 ◽  
Author(s):  
Thomas Lowe ◽  
Emmy-Charlotte Forster ◽  
Georgia Albuquerque ◽  
Jens-Peter Kreiss ◽  
Marcus Magnor
Keyword(s):  
Visual Analytics ◽  
Selection Criteria ◽  
Order Selection ◽  
Autoregressive Processes

scholarly journals Testing Goodness-of-Fit in Regression Via Order Selection Criteria

1992 ◽  
Vol 20 (3) ◽  
pp. 1412-1425 ◽  
Author(s):  
R. L. Eubank ◽  
Jeffrey D. Hart
Keyword(s):  
Selection Criteria ◽  
Goodness Of Fit ◽  
Order Selection

scholarly journals Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria

2017 ◽  
Vol 2017 ◽  
pp. 1-12 ◽  
Author(s):  
Livio Fenga
Keyword(s):  
Selection Criteria ◽  
Moving Average ◽  
Information Criterion ◽  
Autoregressive Moving Average ◽  
Order Selection ◽  
Arma Models ◽  
Final Prediction Error ◽  
Novel Method ◽  
Order Determination ◽  
Selection Of

The present paper deals with the order selection of models of the class for autoregressive moving average. A novel method—previously designed to enhance the selection capabilities of the Akaike Information Criterion and successfully tested—is now extended to the other three popular selectors commonly used by both theoretical statisticians and practitioners. They are the final prediction error, the Bayesian information criterion, and the Hannan-Quinn information criterion which are employed in conjunction with a semiparametric bootstrap scheme of the type sieve.

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