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دراسة تجريبية لاستعمال طرائق حصينة لتقدير الانموذجين SARFIMA (0, D, 0)s و SARFIMA (0, d, 0) (0, D, 0)s
Other Title(s)
An experimental study using invulnerable methods to estimate SARFIMA (0, d, 0) (0, D, 0) _S and SARFIMA (0, D, 0) _S.
Joint Authors
Source
Issue
Vol. 2020, Issue 125 (30 Sep. 2020), pp.206-216, 11 p.
Publisher
al-Mustansiriyah University College of Management and Economic
Publication Date
2020-09-30
Country of Publication
Iraq
No. of Pages
11
Main Subjects
Topics
Abstract EN
The presence of outliers in any data affects the estimation of the parameters of these data.
Therefore, scientists have found invulnerable methods of estimation that exclude the effect of outliers on the data.
Among these methods is the repeated weighted least squares method and the use of different weight functions with it.
What we have done in this research is the use of this method in estimating the normal and seasonal difference parameters of the two models SARFIMA (0, d, 0) (0, D, 0) _S and SARFIMA (0, D, 0) _S using the (Gewek and Porter-Hudak) method based on the periodogram and spectrum function analysis.
It approximates the shape of the regression function, as well as using a periodogram adapted with different spectral windows
American Psychological Association (APA)
صلاح مهدي عزيز ونازك جعفر صادق. 2020. دراسة تجريبية لاستعمال طرائق حصينة لتقدير الانموذجين SARFIMA (0, D, 0)s و SARFIMA (0, d, 0) (0, D, 0)s. مجلة الإدارة و الاقتصاد،مج. 2020، ع. 125، ص ص. 206-216.
https://search.emarefa.net/detail/BIM-1090518
Modern Language Association (MLA)
صلاح مهدي عزيز ونازك جعفر صادق. دراسة تجريبية لاستعمال طرائق حصينة لتقدير الانموذجين SARFIMA (0, D, 0)s و SARFIMA (0, d, 0) (0, D, 0)s. مجلة الإدارة و الاقتصاد ع. 125 (أيلول 2020)، ص ص. 206-216.
https://search.emarefa.net/detail/BIM-1090518
American Medical Association (AMA)
صلاح مهدي عزيز ونازك جعفر صادق. دراسة تجريبية لاستعمال طرائق حصينة لتقدير الانموذجين SARFIMA (0, D, 0)s و SARFIMA (0, d, 0) (0, D, 0)s. مجلة الإدارة و الاقتصاد. 2020. مج. 2020، ع. 125، ص ص. 206-216.
https://search.emarefa.net/detail/BIM-1090518
Data Type
Journal Articles
Language
Arabic
Notes
-
Record ID
BIM-1090518