Methods for Determining the Order of an Autoregressive-Moving Average Process: A

Summary Determining the order of an autoregressive-moving average process is an important and difficult part of time series analysis. Often time series analysts follow the Box-Jenkins approach to time series modelling. This approach relies somewhat on the subjective judgement of the analyst. Many other less heuristic methods have been proposed and used in the literature. In this survey the most important of these order determination methods are reviewed and their theoretical and practical relevance are discussed.

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