问题如下:
Suppose you fit a range of ARMA models to a data set. The ARMA orders and estimated residual variance are
Which model is selected by the AIC and BIC if the sample size T = 250?
解释:
The ICs and the selected model in bold:
Lucy · 2020年03月05日
问题如下:
Suppose you fit a range of ARMA models to a data set. The ARMA orders and estimated residual variance are
Which model is selected by the AIC and BIC if the sample size T = 250?
解释:
The ICs and the selected model in bold:
NO.PZ2020011101000017 问题如下 Suppose you fit a range of ARMA mols to a ta set. The ARMA orrs anestimateresivarianσ^2\wihat\sigma^2σ2 areWhimol is selectethe AIC anBIC if the sample size T = 250? The Ianthe selectemol in bol 老师好,请问这道题是否需要进一步选择min(AIC)与min(BIC)之间最合适的?如果需要的话,需要以什么为选择标准?谢谢
NO.PZ2020011101000017 老师,能不能拿一个值举个例子,套一下公式
老师,表格求出来后,黑体的AIC和BIC是怎么选择的
sigmaP平方的值怎么找?