A Comparison Between Different Order-Determination Criteria for Identification of ARIMA Models
比较了多种定阶准则在小样本下识别ARIMA模型的表现，并展示了如何用残差白噪声自回归定阶准则识别非平稳数据中的单位根。
The small-sample performance of several order-determination criteria for identification of autoregressive integrated moving average models is compared using simulated and economic data. We also demonstrate how the residual white-noise autoregressive order-determination criterion can be used to identify unit roots in nonstationary data.