季节性时间序列资料预测的半参数回归模型

Semiparametric Regression Model of the Seasonal Time Serial Data

本文利用半参数回归的原理与方法建立了时间序列的半参数回归模型，并通过模拟得到了模型误差的一个估计公式进而得到了模型参数的假设检验及预测的区间估计。

Based on the theories and methods of the regression model a new model of seasonal time serial data is established. A estimation of the model's error is obtained by Monte Carlo method. Furthermore we get a hypothesis testing of model's parameters and a estimation of interval of forecasting.