An optimal k of kth MA-ARIMA models under MA(q) models

Dawoud, I; Kaciranlar, S

Dawoud, I (reprint author), Cukurova Univ, Dept Stat, Fac Sci, TR-01330 Adana, Turkey.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017; 46 (6): 4185

Abstract

In this article, we discuss finding the optimal k of (i) kth simple moving average, (ii) kth weighted moving average, and (iii) kth exponential weight......

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