平稳自回归模型的系数估计与应用

Paper Makes Estimation and Application on Coefficient for Stable Automatic Regression Model

在自然科学及经济学的很多领域,需对以往记录的数据进行时序分析,确定出随机模型,然后对未来可能出现的结果进行预报。AR(n,0)是适应范围较广的一类模型,使用时必须由样本对参数作出估计。文中对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)模型在预报问题中的应用。

In many fields of natural science and economics, the previous recorded data are needed to have time-sequence analysis so as to determine the random model. Then the prediction is made on the would-be result. AR （n, 0） is a widely applied model, which makes estimation on coefficient by means of sample if applicable. This is a deduction on the estimation formula for the coefficient of AR（n,0） model and shows how AR（3,0） model is applied to prediction by means of example..