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Which of These Is an Appropriate Way to Determine the Order

Question 27

Multiple Choice

Which of these is an appropriate way to determine the order of an ARMA model required to capture the dynamic features of a given data?


A) Graphically plotting the time series of the data
B) Determining the number of parameters that maximises the information criteria
C) Determining the number of parameters that minimises the information criteria
D) None of the above

Correct Answer:

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