How often is the correct AR(2) model selected?

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How often is the "correct" AR(2) model selected?

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Statistics And Data Analysis For Financial Engineering

ISBN: 9781461427490

1st Edition

Authors: David Ruppert

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Question Posted: Jun 24, 2016 06:28 AM

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How often is the correct AR(2) model selected?

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Running the given code gives an ARIMA210 model as also ...View the full answer

Statistics And Data Analysis For Financial Engineering

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