Identification State Space models and some Time Series models

• Published in: المجلة العراقية للعلوم الاحصائية Vol. 18; no. 1; pp. 50 - 63
• Main Authors: Zina Asem, heyam Hayawi
• Format: Journal Article
• Language: Arabic; English
• Published: College of Computer Science and Mathematics, University of Mosul 01-06-2021
• ISSN: 1680-855X; 2664-2956
• DOI: 10.33899/iqjoss.2021.168374

Abstract
     In this research, a comparison of the identification process for time series models represented by ARIMA models was studied by identification several models and choosing the best model based on some statistical criteria and one of the dynamic models represented by state space models was through identification several models with different ranks and choosing the best model based on statistical criteria. On data handled by Box & Jinkins researchers, namely,  is the input variable and represents the leading indicator, and  represents the output variable, which refers to sales, and includes 150 pairs of inputs and outputs. Time frame, depending on statistical criteria.