Posts by Marta • 31 points

• 2

  votes

  1

  answer

  179

  views

  Q: information criteria Akaike temporal series

  I need to check the percentage of times AIC and BIC choose the real model. For this, you will have to carry out a Monte Carlo experiment. Specifically, 1000 AR(2) and ARMA(1,1) processes must be…

  r time-series

  asked 8 years, 2 months ago Marta 31