中文说明:该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。
English Description:
The program is used to simulate the AR parameters of ARMA model estimated by least square method with known and unknown parameters.Simulation of AR parameter estimation of ARMA model based on least square method
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中文说明:该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。
English Description:
The program is used to simulate the AR parameters of ARMA model estimated by least square method with known and unknown parameters.