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利用AIC计算,辨识模型,计算模型的p、q和φ参数值,然后进行用ARMA模型预测

于 2022-02-10 发布 文件大小:1.65 kB
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%第一步,通过差分来获得静态数据。利用积分进行还原。 %在线利用AIC计算,辨识模型,计算模型的p、q和φ参数值,然后进行预测 确定模型为ARMA(p,q),同时求自回归系数和移动平均系数

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