ma2偏自相关系数怎么求
发布网友
发布时间:2022-04-26 15:43
我来回答
共1个回答
热心网友
时间:2023-10-12 13:38
The MA(2) process
By definition the MA(2) process is
(V.I.1-145)
which can be rewritten on using (V.I.1-139)
(V.I.1-146)
where Wt is a stationary time series, et is a white noise error component, and Ft is the forecasting function.
MA(2) process自相关函数及偏自相关函数求解' TITLE='The MA(2) process自相关函数及偏自相关函数求解' />
into eq. (V.I.1-46) and (V.I.1-45) we obtain
(V.I.1-147)
Hence the theoretical ACF can be deced
(V.I.1-148)
The invertibility conditions can be shown to be
MA(2) process自相关函数及偏自相关函数求解' TITLE='The MA(2) process自相关函数及偏自相关函数求解' />
ma2偏自相关系数怎么求
which can be rewritten on using (V.I.1-139)(V.I.1-146)where Wt is a stationary time series, et is a white noise error component, and Ft is the forecasting function.MA(2) process自相关函数及偏自相关函数求解' TITLE='The MA(2) process自相关函数及偏自相关函数求解' /> in...
什么是ISTA3L测试
ISTA3L是一个基于研究、数据驱动的测试协议,它模拟了由零售公司完成的产品订单被直接运送给消费者时所经历的危险,它允许用户评估包装产品的能力,以承受运输和处理包装产品时所经历的供应链危险,从接收到任何电子商务零售商履行操作,直到最...