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A Simple Method for Estimating the Orders of ARMA Processes
Sun-Ji LEE Yuichi YOSHIDA
IEICE TRANSACTIONS (1976-1990)
Publication Date: 1986/08/25
Print ISSN: 0000-0000
Type of Manuscript: LETTER
Full Text: PDF(227.9KB)
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A simple method is proposed for estimating the orders of ARMA processes for which the autocorrelations are given. Main efforts are made to estimate the AR order by applying the fast algorithm to solve non-symmetric Toeplitz equations. Numerical examples show the advantages of the method.