本文首先略述用自回归模式去拟合平稳时间序列的各种方法;
The methods for fitting the autoregressive model to the stationary time series are briefly reviewed.
多平稳时间序列,“格兰其”成员因果律测试和自回归模式给的矢量。
For multiple stationary time series Granger causality tests and vector autoregressive models are presented.
多平稳时间序列,“格兰其”成员因果律测试和自回归模式给的矢量。
For multiple stationary time series Granger causality tests and vector autoregressive models are presented.
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