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Selecção de ordem em modelos INAR
Title
Selecção de ordem em modelos INAR
Type
Article in International Conference Proceedings Book
Year
2003
Authors
Isabel da Silva
(Author)
FEUP
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Maria Eduarda da Silva
(Author)
FEP
Conference proceedings National
Pages: 627-638
X Congresso Anual da Sociedade Portuguesa de Estatística
Porto, 25 a 28 de Setembro de 2002
Scientific classification
FOS:
Natural sciences > Mathematics
Other information
Resumo (PT):
O modelo AutoRegressivo de valor INteiro, INAR, foi proposto na literatura para modelar séries de contagem.
Neste trabalho, propõe-se e avalia-se um critério automático de selecção de ordem para modelos INAR, baseado no AICC, um dos critérios usados para determinar a ordem em modelos AutoRegressivos, AR.
Abstract (EN):
The INteger-valued AutoRegressive models, INAR, have been proposed in the literature to model count series. Here, an automatic criterion for selecting the order of INAR models is proposed and evaluated. This criterion is based in the AICC, one of the existing automatic criteria for selecting the order of AR models.
Language:
Portuguese
Type (Professor's evaluation):
Scientific
Contact:
ims@fe.up.pt
No. of pages:
11
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