中文说明:
生成AR(p)过程模拟的参数。满足过程的弱稳定。模拟多条样本路径,利用AIC/BIC/IC进行定阶。比较三种标准的准确性。
English Description:
The parameters of AR (P) process simulation are generated. Satisfy the weak stability of the process. Simulation of multiple sample paths, using AIC / BIC / IC to determine the order. The accuracy of the three standards was compared p>