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时间序列模型识别

Abstract

本章关注如何从样本中判断 ARIMA(p,d,q)ARIMA(p,d,q) 模型中的参数p,d,qp,d,q。

Keywords:ACFPACFEACFAICBIC
Stats Orbit
非平稳模型
Stats Orbit
模型的参数估计