An optimal k of kth MA-ARIMA models under AR(p) models

DOI10.1080/03610918.2015.1065325zbMath1373.62445OpenAlexW2567143433MaRDI QIDQ5358344

Issam Dawoud, Selahattin Kaçıranlar

Publication date: 20 September 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1065325

zbMATH Keywords

stationaryARIMA modelsweighted moving averageforecasting accuracysimple moving averageexponential weighted moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Stock price fluctuation prediction method based on time series analysis

This page was built for publication: An optimal k of kth MA-ARIMA models under AR(p) models