中文说明:时间序列分析法建模,模型有AR模型,MA模型和ARMA模型,建立ARMA模型需要定阶,定阶的方法有很多种,这里介绍了AIC准则定阶,并附之程序,对需要的人是一个不错的借鉴。
English Description:
Modeling of time series analysis model with AR model, MA and ARMA models, requires the establishment of ARMA model order determination, there are many ways to order, here are the AIC criterion determining the order and attached the program, is a good reference for people in need.