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

DOI10.1080/03610918.2015.1109657zbMath1462.62531OpenAlexW4233469176MaRDI QIDQ5373847

Issam Dawoud, Selahattin Kaçıranlar

Publication date: 27 October 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1109657

zbMATH Keywords

ARIMA modelsweighted moving averageforecasting accuracysimple moving averageexponential weighted moving average

Mathematics Subject Classification ID

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

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