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[A convenient way for autoregressive moving average model order determination: autoregressive moving average (n, n-1)
Yun Guo1, Shuigao Jin, Lihua Liu
1Chinese Center for Disease Control and Prevention, Beijing 100050, China.
Objective:
To introduce the autoregressive moving average (ARMA)(n, n-1) modeling strategy as to a convenient way for the determination of ARMA orders.
Methods:
ARMA(n, n-1) strategy was generally explained. A simulated ARMA(3,2) time series was generated and analized following this strategy.
Results:
Combined with AIC information criteria and residue plot, the order of ARMA model was determined and complied well with the simulated data.
Conclusion:
ARMA(n, n-1) strategy may be convenient for the medical workers.
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