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Tek Değişkenli Zaman Serilerinde Model Seçim Ölçütleri Üzerine Bir İnceleme

2010

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İstatistik Araştırma Dergisi

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Abstract:

Bu çalışmada, Akaike Bilgi (AIC), Son Kestirim Hatası (FPE), Hannan-Quinn Bilgi (HQ), Düzeltilmiş Akaike Bilgi (AICC) ve Schwarz Bilgi (SIC) Ölçütleri dikkate alınarak, tek değişkenli zaman dizileri modellerinde uygun model derecesinin seçilmesi incelenmiştir. Ölçütlerin birbirleri ile karşılaştırılması, Monte Carlo simülasyon yöntemi kullanılarak hangi ölçütün hangi gecikme sayısını kaç kez seçtiği çalışmaları yapılmıştır.

Keywords:

Examining Model Selection Criteria For Single Variable Time Series

2010

Journal:

İstatistik Araştırma Dergisi

Author:

Abstract:

In this study, by using Akaike Information Criteria (AIC), Final Prediction Error (FPE), Hannan-Quinn Information Criteria (HQ), Adjusted Akaike Information Criteria (AICC) and Schwarz Information Critera (SIC), in selecting appropriate model degree in single variable time series are examined. In order to compare these criteria, Monte Carlo simulation method is employed to compute the lag lengths selected by each criteria.

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İstatistik Araştırma Dergisi

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Tek Değişkenli Zaman Serilerinde Model Seçim Ölçütleri Üzerine Bir İnceleme

2010

Journal:

İstatistik Araştırma Dergisi

Author:

Abstract:

Keywords:

Examining Model Selection Criteria For Single Variable Time Series

2010

Journal:

İstatistik Araştırma Dergisi

Author:

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

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If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

İstatistik Araştırma Dergisi

User Guide

Menu

Mendeley

Endnote

Tek Değişkenli Zaman Serilerinde Model Seçim Ölçütleri Üzerine Bir İnceleme

2010

Journal:

İstatistik Araştırma Dergisi

Author:

Abstract:

Keywords:

Examining Model Selection Criteria For Single Variable Time Series

2010

Journal:

İstatistik Araştırma Dergisi

Author:

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

İstatistik Araştırma Dergisi

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.