Related Articles ( Time series analysis, ARMA (p, q) models, Rank model, Identification )
Determine the Best Models for Time Series by using a New Suggested Technique
The proposed method relies on a technique to choose the best model by giving values for the ranks of the model ARMA (p, q), where (p, q) are given the values 0, 1, 2. Every time (ACF) and (PACF) for the series of estimated errors {at} are tested ، and the model which satisfies the two inequalities (7) ...