頁籤選單縮合
題 名 | A Model Selection for the Lynx Data by Using the AIC and FPEC残 Criteria |
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作 者 | 廖苹邁; | 書刊名 | 臺中商專學報 |
卷 期 | 28 1996.06[民85.06] |
頁 次 | 頁左307-320 |
分類號 | 319.5 |
關鍵詞 | FPEC残 criterion; Akaike information criterion; Identification; Order; Model selection; |
語 文 | 英文(English) |
英文摘要 | The purpose of this paper is to use the akaike Information Criterion (AIC) and the Final Prediction Error criterion with an arbitray constantδ(FPECδ) definded by Bhansali (1991), when they are appied to the task of selecting an order for a model in the analysis of Lynx data which is a famous time series (source: Tong, H (1977). J.R. Statis., soc., A 1140). The AIC and FPECδfor model selection are described and the empirical results, by employing these two criteria to fit the Lynx Data, are discussed. |
本系統中英文摘要資訊取自各篇刊載內容。