Determination of the MA order of an ARMA process using sample correlations
Xingxing Zhang, Y.-S. Zhang · IEEE Transactions on Signal Processing · 1993
It is shown that autoregressive information and moving average information are implicitly contained in two different correlation matrices. An algorithm for MA order determination which adopts only autocorrelations and the AR order without requiring AR coefficients is proposed. Numerical simulations are presented to show the practical value of the proposed singular-value-decomposition (SVD)-based algorithm.>