1.What order of differencing is chosen? Does this result agree with your previous conclusions? 2. What model...
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2. What model was chosen by AIC?
3. Which goodness-of-fit criterion is being used here?
4. Change the criterion to BIC. Does the best-fitting model then change?
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Related Book For
Statistics And Data Analysis For Financial Engineering
ISBN: 9781461427490
1st Edition
Authors: David Ruppert
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