National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Construction of Linear Stochastic Models of SARIMA Class Time Lines – Automatized Method
Trcka, Peter ; Arlt, Josef (advisor) ; Hindls, Richard (referee)
This work concerns the creation of automatized procedure of ARIMA and SARIMA class model choice according to Box-Jenkins methodology and in this connection, also deals with force testing of unit roots and analysis of applying of informatics criteria when choosing a model. The goal of this work is to create an application in the environment R that can automatically choose a model of time array generating process. The procedure is verified by a simulation study. In this work an effect of values of generating ARMA (1,1) model processes parameters is examined, for his choice and power of KPSS test, augmented Dickey-Fuller and Phillips-Peron test of unit roots.

See also: similar author names
1 Trčka, Pavel
Interested in being notified about new results for this query?
Subscribe to the RSS feed.