استخدام المحاكاة لدراسة حصانة معيار الخطا النهائي للتنبو (FPE) عند خضوع بواقي نموذج الانحدار الذاتي لتوزيعات غير طبيعية

This paper is an extension of a former paper already published by the two researchers which studies the final prediction error (FPE) criterion when the residuals of the autoregressive process continuos distributions other than the normal distribution .This paper is an attempt to study the same criterion when the residuals of the autoregressive process (order one) a discrete distributions other the normal distribution , in order to investigate the suitability of this criterion to estimating the true order of the model . Four discrete distributions were studies (Binomial , Poisson , Discrete uniform and Geometric .The criterion was also studied in case of the stationary time series represented by the parameters (=0.1,0.6, -0.3, -0.9) ,nonstationary represented by the parameters((= -2,1.1) and random walk represented by the parameter (=1).Six different samples were studied( T=8,14,30,40,80,100) in terms of that criteria . Finally, the mean square error of order estimator (MSE) and the ratio of true selection (TSR) were used evaluate that criterion in view of the results reached at the paper ends with the conclusions and recommendations for further studies.