Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

On the Order Determination of ARIMA Models

T. Ozaki
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 26, No. 3 (1977), pp. 290-301
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2346970
Stable URL: http://www.jstor.org/stable/2346970
Page Count: 12
  • Read Online (Free)
  • Download ($29.00)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On the Order Determination of ARIMA Models
Preview not available

Abstract

In this paper the difficulty in deciding the order of an ARIMA (autoregressive integrated moving average) model is discussed. The possibility of removing this difficulty by using the MAICE (minimum AIC estimation) procedure, which selects a model by using Akaike's Information Criterion (AIC), is checked with the numerical examples treated in the book by Box and Jenkins.

Page Thumbnails

  • Thumbnail: Page 
290
    290
  • Thumbnail: Page 
291
    291
  • Thumbnail: Page 
292
    292
  • Thumbnail: Page 
293
    293
  • Thumbnail: Page 
294
    294
  • Thumbnail: Page 
295
    295
  • Thumbnail: Page 
296
    296
  • Thumbnail: Page 
297
    297
  • Thumbnail: Page 
298
    298
  • Thumbnail: Page 
299
    299
  • Thumbnail: Page 
300
    300
  • Thumbnail: Page 
301
    301