摘要
模型类型选择和模型适用性检验是时序建模的两个基本问题。时序模型适用性检验的核心是模型阶数确定问题。本文以统计学中的F检验和AIC准则为基础,推导出模型定阶F检验临界值。用它定阶简便实用。举例计算表明其结果和其他定阶方法相一致。
Two basic problems in time series modelling are the selection of the type of model and the test of suitability of the model. The determination of the order is the core of the test. Based on the F-test of statistics and AIC rule, the critical value of the F-test is determined. It is simple and practical. The results of calculations are in agreement with those obtained by other methods.
出处
《天津大学学报》
EI
CAS
CSCD
1989年第1期91-96,共6页
Journal of Tianjin University(Science and Technology)
关键词
时序
建模
F检验
适用性
AIC准则
time series, modelling, suitability, F-test, AIC rule
