Time series representation and appropriate estimation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10159188" target="_blank" >RIV/00216208:11320/13:10159188 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Time series representation and appropriate estimation
Original language description
We present a discussion on time series models, particularly, on ARMA and ARIMA model. Considering non-uniqueness of the model represen- tation, we propose to select an appropriate model optimizing simultaneously two criteria: "fit" and "model complexity". These criteria are discordant. Therefore, we have to consider their suitable combination; e.g. AIC or BIC criterion. Our contribution is in larger set of competitive models than mono- graphs suggest.
Czech name
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Czech description
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Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 31st International Conference on Mathematical Methods in Economics 2013
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
524-528
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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