A New Suggested Technique to Determine the Best Models for Time Series


Abstract in English

The analysis of time series data is one of the most important statistical topics, usually focuses on forecasting the future behavior of the series at a certain time for certain purposes.

References used

Box and Jenkins, 1976. Time Series Analysis forecasting & control, Holdon- Day inc. USA
Bhanasali, R.J , 1992, Autoregressive and window Estimates of the inverse correlation function, Biometrika, vol 67, No. 3, pp. 551-556
Dankit, Nassiuma, 1993, Non-stationary Autoregressive Moving Average Processes with Infinite Variance, Journal of time series Analysis, vol 14, No. 3, pp. 297-304

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