关于两指标MA过程的自相关函数

On the Autocorrelatuon Function of MA Process with Two Parameters

利用两指ＡＲＭＡ过程的谱分析理论，讨论了两指标ＭＡ过程自相关函数的截尾性，并通过反例证明了自相关函数具有截尾性不是ＭＡ过程的本质特征。

Based on the spectral theory of ARMA process with two parameters,the cut off propertyof MA process with two parameters is dealt with and a result ls obtained.The result indicates it is notthe essential character of MA process for it’s autocorrelation function to have a cut off pvoperty,Acounter example is also glven。