摘要
序列相关的检验与诊断赵进文ＡＢＳＴＲＡＣＴＩｎｇｅｎｅｒａｌｏｐｉｎｉｏｎ，ｔｈｅｍｏｄｅｌｓｗｅｂｕｉｌｔｈａｖｅｐｏｗｅｒｆｕｌｐｒａｃｔｉｃａｌｆｏｒｅｃａｓｔａｂｉｌｉｔｙｓｏｌｏｎｇａｓｔｈｅｙａｒｅａｃｃｅｐｔｅｄｂｙｓｉｇｎｉｆｉｃａｎ...
Abstract In general opinion,the models we built have powerful practical forecast ability so long as they are accepted by significant test and series correlation test,and can be used to forecast in practical cases However,the author's research show up that correlation test is highly sensitive to outliers,leverages and influencial observations Thus,we shouldn't make arbitary assertion only by the test statistics, and should still analyze and diagnose their influence on correspondant statistics on the basis of data itself
出处
《统计研究》
CSSCI
北大核心
1997年第2期63-65,共3页
Statistical Research
