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تقدير معلمات أنموذج Arma عندما يتبع الخطأ العشوائي التوزيع الاسي ذو المعلمتين
Other Title(s)
Estimate the parameters of the arma model when the random error follows the two-parameter exponential distribution
Joint Authors
Source
Issue
Vol. 2021, Issue 130 (31 Dec. 2021), pp.190-212, 23 p.
Publisher
al-Mustansiriyah University College of Management and Economic
Publication Date
2021-12-31
Country of Publication
Iraq
No. of Pages
23
Main Subjects
Topics
Abstract EN
This research deals with one of the types of models suggested by Box Jenkins, which is the ARMA (1, 1) mixed model.
Which can deal with time series, whether stable or unstable.
The model was reviewed and its functions defined when the random error follows the abnormal distribution, and the exponential distribution with two parameters, which is a continuous distribution, was used.
The appropriate tests were presented for the study and the parameters of the ARMA (1, 1) model were estimated by the greatest possibility method.
The parameters of the two-parameter exponential distribution were also estimated by the (MLS) method, and because the system did not have a solution even when using numerical methods, the moment method was resorted to.
A set of real data representing wind speed in Iraq was analyzed, showing the appropriateness of the distribution of the data and verifying that the series is almost stable.
In diagnosing the model, it was found that the proposed model is ARMA (1, 1).
American Psychological Association (APA)
حسوني، رواء مالك وعلي ياسين غني. 2021. تقدير معلمات أنموذج Arma عندما يتبع الخطأ العشوائي التوزيع الاسي ذو المعلمتين. مجلة الإدارة و الاقتصاد،مج. 2021، ع. 130، ص ص. 190-212.
https://search.emarefa.net/detail/BIM-1347109
Modern Language Association (MLA)
حسوني، رواء مالك وعلي ياسين غني. تقدير معلمات أنموذج Arma عندما يتبع الخطأ العشوائي التوزيع الاسي ذو المعلمتين. مجلة الإدارة و الاقتصاد ع. 130 (كانون الأول 2021)، ص ص. 190-212.
https://search.emarefa.net/detail/BIM-1347109
American Medical Association (AMA)
حسوني، رواء مالك وعلي ياسين غني. تقدير معلمات أنموذج Arma عندما يتبع الخطأ العشوائي التوزيع الاسي ذو المعلمتين. مجلة الإدارة و الاقتصاد. 2021. مج. 2021، ع. 130، ص ص. 190-212.
https://search.emarefa.net/detail/BIM-1347109
Data Type
Journal Articles
Language
Arabic
Notes
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Record ID
BIM-1347109