ScholarLens Back to search
1977•Journal of the Royal Statistical Society Series C (Applied Statistics)Requires access

On the Order Determination of ARIMA Models

Tohru Ozaki

Open publisher page 104 citations

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.

About this research paper

What this paper is about

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.

Why it matters

OpenAlex reports 104 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

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.

Key concepts: Akaike information criterion, Autoregressive integrated moving average, Box–Jenkins, Autoregressive model, Statistics, Mathematics, Order (exchange), Bayesian information criterion

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
On the Order Determination of ARIMA Models — Research Paper | ScholarLens