Question

Explain the following terms briefly (a) The mixed seasonal ARMA model. (b) The ACF and the...

Explain the following terms briefly

(a) The mixed seasonal ARMA model.

(b) The ACF and the sample ACF.

(c) The stationarity condition for a mixed seasonal ARMA model.

(d) Akaike Information Criterion.

Math   Statistics-And-Probability   
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Answer #1

The Akaike information criterion is an estimator of out-of-sample prediction error and thereby relative quality of statistical models for a given set of data. Given a collection of models for the data, AIC estimates the quality of each model, relative to each of the other models.

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