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| MA(2)序列的偏相关函数 | |
| 作者单位： | ;1.云南财经大学统计与数学学院 |
| 摘 要： | 首次用矩阵分解的简便方法求出了MA(2)序列的偏相关函数的精确解析表达式. |
| 关 键 词： | MA(2)序列 偏相关函数 Levinson递推算法. |
The partial autocorrelation function of MA(2) series |
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| Affiliation: | ,School of Statistics and Mathematics,Yunnan University of Finance and Economics |
| Abstract: | An explicit expression for the partial autocorrelation function of series is given for the first time in this paper by using a simple matrix decomposition method. |
| Keywords: | MA(2) series partial autocorrelation function Levinson's recursive algorithm |
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