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ARMA模型的AIC准则定阶

于 2022-01-26 发布 文件大小:99.80 kB
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代码说明:

时间序列分析法建模,模型有AR模型,MA模型和ARMA模型,建立ARMA模型需要定阶,定阶的方法有很多种,这里介绍了AIC准则定阶,并附之程序,对需要的人是一个不错的借鉴。

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