本文的目的在于，对于线性平稳时间序列的样本、自协方差、自相关和偏相关函数的渐近性质，给出一个比较系统的描述。
The aim of this paper is to give a systematic account of asymptotic properties of the sample autocovariance, autocorrelation and partial autocorrelation functions of linear stationary time series.
未来的研究可以从变量的选取和量化、增大数据样本量、模型函数形式、房地产市场不同性质分类等方面，进行进一步研究。
Future studies from the selected variables and quantify sample volume increased data model function form the real estate market, such as classification of different nature, for further study.
因为似然比检验有着非常好的性质，特别是对大样本量问题，该方法求解出来的p值函数与真实p值函数非常逼近。
Because the likelihood ratio test has very good properties, especially for large sample size problem, the P-value function with this method is approached the true function.
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