Akaike's Final Prediction Error (FPE) criterion provides a robust method of determining the order of the bi-variate autoregressive process.
What does FPE stand for?
FPE stands for Final Prediction Error
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We have 91 other meanings of FPE in our Acronym Attic
- Factor Price Equalization (economics)
- Fairport, Painesville, & Eastern Railway Company
- Faith Promoting Experience
- Fantastic Plastic Elastic (chair by Ron Arad)
- Federal Pacific Electric Company
- Federation of Public Employees
- Fédération Patronale et Économique (French: Employers and Economic Federation; Switzerland)
- Fédération Polynésienne d'Equitation (French: Polynesian Equestrian Federation; Tahiti, French Polynesia)
- Fermented Plant Extract
- Field Project Engineer (various companies)
- Financial Practice and Education (journal)
- Fire Protection Engineer
- Fire Protection Engineering
- First Person Editor
- First Priority Enterprise
- Fixed Price Engagement
- Fixed Price Exhibit (Montclair State University; Montclair, NJ)
- Fixed-Price Escalation (Contract)
- Fleischmann Pons Effect
- Flight Parameter Estimation
Samples in periodicals archive:
This method combines the Granger Causality and Akaike's final prediction error (FPE), the (asymptotic) mean square prediction error, to find the optimum lag for each variable.
Akaike's final prediction error criterion was employed to determine the appropriate number of lags for the corrected model, and the price series was found to be reasonably explained with only the previous two periods' prices as exogenous variables.