Essays about: "SISI PENG"

Found 1 essay containing the words SISI PENG.

  1. 1. Evaluating Automatic Model Selection

    University essay from Statistiska institutionen

    Author : SISI PENG; [2011]
    Keywords : Automatic Model Selection; Autometrics; Seasonal ARIMA; DHSY;

    Abstract : In this paper, we briefly describe the automatic model selection which is provided by Autometrics in the PcGive program. The modeler only needs to specify the initial model and the significance level at which to reduce the model. Then, the algorithm does the rest. The properties of Autometrics are discussed. READ MORE