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m WP:CHECKWIKI error fix for #03. Missing Reflist. Do general fixes if a problem exists. - using AWB |
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===Identify ''p'' and ''q''===
Once stationarity and seasonality have been addressed, the next step is to identify the order (i.e., the ''p'' and ''q'') of the autoregressive and moving average terms. Different authors have different approaches for identifying ''p'' and ''q''. Brockwell and Davis (1991, p. 273) state "our prime criterion for model selection [among ARMA(p,q) models] will be the AICc", i.e. the [[Akaike information criterion]] with correction.
Other authors use the autocorrelation plot and the partial autocorrelation plot. For example, Hyndman & Athanasopoulos suggest the following:
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==References==
{{Reflist}}
* {{cite book |last=Box |first=George |last2=Jenkins |first2=Gwilym |year=1970 |title=Time Series Analysis: Forecasting and Control |___location=San Francisco |publisher=Holden-Day }}
* {{cite book |last=Brockwell |first=Peter J. |last2=Davis |first2=Richard A. |year=1991 |title=Time Series: Theory and Methods |publisher=Springer-Verlag }}
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