An Empirical Study on the Methods of Model Identification of Univariate Time Series
Zhongwei Lv · Tongji yu xinxi luntan · 2006
This paper introduces four kinds of methods to identify the univariate time series model in brief.The output tables of each method is given in this paper and two simulated time series are used to do the empirical research.At last this paper summarizes the problems that should be paid attention to while using these methods.