SERIAL CORRELATION OF A FINITE AND INFINITE LAG MODELS
Robinson, Amos Ibuchi & Inamete, Emem Ndah H.
Department of Mathematics & Statistics
Ignatius Ajuru University of Education, Rivers State, Nigeria
Email: ibuchirobinsonamos@gmail.com
ABSTRACT
In this research, an evaluation of the
relationship between finite and infinite leg models variable were considered
using ARMA approach. The method made use of descriptive statistics, augmented
dickey fuller test, histogram, and correlogram techniques to check the presence
of least significant values in order to select and fit the best model. The statistical Software packages
used are Microsoft Excel and Eviews 8 version. The
assessment
criteria for the analysis were based on the ARMA test approach with Akaike
Information Criterions (AIC) and Schwarz Information Criterions (SIC) measures
to select the least significant value and to make decision.
