- 偏自相關(guān)函數(shù)
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partial autocorrelation function中文什么意思
例句與用法
- The author makes a stabilized and zero mean treatment of the statistic data on the per capita annual net income of henan farmers between 1978 and 2005 , and using the property of the autocorrelation function and partial autocorrelation function of time sequence , establishes the model appropriate for the data
摘要筆者根據(jù)河南省1978年2005年的農(nóng)民人均純收入統(tǒng)計(jì)數(shù)據(jù)，將這些數(shù)據(jù)進(jìn)行平穩(wěn)化、零均值化處理，并利用時(shí)間序列的自相關(guān)函數(shù)，偏自相關(guān)函數(shù)的性質(zhì)，確認(rèn)數(shù)據(jù)所適合的模型。
百科釋義
In time series analysis, the partial autocorrelation function (PACF) plays an important role in data analyses aimed at identifying the extent of the lag in an autoregressive model. The use of this function was introduced as part of the Box-Jenkins approach to time series modelling, where by plotting the partial autocorrelative functions one could determine the appropriate lags p in an AR(p) model or in an extended ARIMA(p,d,q) model.
詳細(xì)百科解釋