季节性时间序列与传递函数建模

Seasonal Time Series and Transfer Function Modeling

Journal of Business & Economic Statistics · 1985
被引 3
人大 AABS 4

中文导读

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。

Abstract

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.

季节时间序列传递函数模型模型修正预测评估