NO.PZ2024120401000031
问题如下:
Suppose that you fit a range of ARMA models to a data set. The ARMA orders and estimated residual variance σ2 are:
Which model is selected by the AIC and BIC if the sample size T = 250 ?
选项:
AIC BIC
A.(3,2) (2,1)
B.(3,2) (3,2)
C.(2,2) (1,1)
D.(4,0) (4,1)
解释:
The ICs and the selected model in bold:
计算公式是什么