أنموذج الأوساط المتحركة غير الطبيعي من الدرجة الثانية : دراسة محاكاة

Abstract EN

This research aims to study a simulation for a non-Gaussian moving average model from second order MA(2) and to follow the influence of (parameter's estimated , samples’ size , and random error distribution) through the mean absolute percentage error MAPE for the sample's parameters.

The basic conclusions are : The estimated parameters for the sample MA(2) are negative values whatever the sign of the initial value for it and A the values MAPE (ĝi)are decreasing gradually whenever samples'sizes are increasing and regardless about the random errors distribution whether they are separated or continuous and A the values MAPE (ĝi) for sample in Poisson distribution are A bigger than the values MAPE (ĝi) of all the other distributions.