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.
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.
Get Answers For Free
Most questions answered within 1 hours.