Determine the Best Models for Time Series by using a New Suggested Technique
Obaid Mahmmood Mohsin Alzawbaee
Abstract:The proposed method relies on a technique to choose the best model by giving values for the ranks of the model ARMA (p, q), where (p, q) are given the values 0, 1, 2. Every time (ACF) and (PACF) for the series of estimated errors {at} are tested ، and the model which satisfies the two inequalities (7) and (9) is the best. It was applied to (14) annual series, representing the amounts of rainfall, and (7) daily series representing the daily Coronavirus infections. The most important conclusions and recommendati… Show more
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