ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS

Journal of Time Series Analysis

Volumn 5, Issue 2, 1984, Pages 103-113

  Haggan, V ^a   Oyetunji, O B ^b  

^a SOPHIA UNIVERSITY   (Japan)

^b UNIVERSITY OF IBADAN   (Nigeria)

Author keywords

Autoregressive time series models; model estimation; order determination criterion; subset selection

Indexed keywords

EID: 84986851033     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1984.tb00380.x     Document Type: Article

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9. Choosing Subset Regression
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12. A Large Sample Test for Goodness of Fit of Autoregressive Schemes
13. Some Comments on the Canadian Lynx Data
14. Some Properties of Asymptotic Power Functions of Goodness of Fit Tests for Linear Autoregressive Schemes
15. On the Method of Investigating Periodicities in Disturbed Series with Special Reference to Wolfer's Sunspot Numbers.