Use Excel's Solver or a custom function to fit an ARMA model to the residuals. Determine the appropriate ARMA orders (p and q) based on the autocorrelation and partial autocorrelation plots of the ...

Determination of the order of a two- dimensional model such as a 2-D ARMA model, 2-D AR model, etc. is a key first step toward the goal of modeling a process. In this correspondence, using a ...

This paper presents a new algorithm for the determination of the ARMA model orders based on a rounding approach which is implemented to deal with the precision of binary words. The rounding approach ...

This is a preview. Log in through your library . Abstract Following Tweedie (1988), this paper constructs a special test function which leads to sufficient conditions for the stationarity and ...

The problem of testing a given ARMA model (in which the density of the generating white noise is unspecified) against other ARMA models is considered. A distribution-free asymptotically most powerful ...