An Approach to MA Order Determination of ARMA Processes
确定ARMA模型MA阶数的一种方法

This paper proposes an approach to MA order identification of general ARMA models using sample autocorrelations and AR parameter estimates. In this approach,the order identification reduces to the rank determination of an upper triangular matrix, whereas it can be accomplished by using simpler computations. The simulation examples show that our approach has good statistical performances and is numerically robust.