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ARprediction

于 2014-10-23 发布 文件大小:4KB
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  对序列建立AR模型,并以概率形式给出预测数列表达。先进行平稳性检验后求取自相关函数,用Y-W法求取模型参数,并应用FPE准则确定阶数,进行预测后,给出概率表达。(AR model for the sequence established, and the probability forecast given in the form of a list. After a smooth first autocorrelation function test strike strike model parameters YW law and apply the criteria to determine the order of FPE, predict, given the probability of expression.)

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