Seasonal Time Series and Transfer Function Modeling
提出一种简化方法,用于构建输出变量Yt与输入变量Xt之间的传递函数模型,并讨论通过比较预测值与实际观测值来评估模型。
A simple modification is suggested for the construction of transfer function models relating an output variable Yt to an input variable Xt when the model for Xt contains operators that cancel out. In addition, the evaluation of transfer function models is discussed by comparing the forecasts with the actual observations.