个人博客:http://demi-panda.com sudo apt-get install virtualbox(太强了)
(2010-05-17 21:34:20) 转载 <script> var $tag杂谈; var $tag_code8d8c79eee3c663116ce0904ce6478031; var $r_quote_bligid665ba97a0100i8gf; var $worldcup0; var $worldcupba…
定义
具有如下结构的模型称为p阶自回归模型,简记为AR: x t ϕ 0 ϕ 1 x t − 1 ϕ 2 x t − 2 ϕ 3 x t − 3 . . . ϕ p x t − p ϵ t x_t\phi_0\phi_1x_{t-1}\phi_2x_{t-2}\phi_3x_{t-3}...\phi_p x_{t-p}\epsilon_t xtϕ0ϕ1xt−1ϕ2xt−2…