摘要
本文对AR(n,0)模型的参数估计公式进行推导,并用一个实例给出AR(3,0)摸型在预报问题中的应用。
This paper deduced the parameter estimation formula AR(n,o),and used a example to give AR(3.0)model and its application in forecasting.
关键词
时间序列
AR模型
自相关函数
自回归方程
time series, AR model, self-relative function, self-reggression equation