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MODEL SELECTION AND COMPARISON OF TIME SERIES MODELS

Journal: International Journal of Advanced Research (Vol.6, No. 6)

Publication Date:

Authors : ; ;

Page : 1101-1108

Keywords : International Journal of Advanced Research (IJAR);

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Abstract

Abstract: In this paper, we study the comparison of Autoregressive moving average (ARMA) and Autoregressive Integrated moving average (ARIMA) model and also study posterior analysis by using the Bayesian approach. A numerical study has been carried out to illustrate the developed model.

Last modified: 2018-07-25 21:09:26