| 自相关条件下自回归模型建立的预选条件 |
| |
| 引用本文： | 胡海燕,冯颖凌,吕效国.自相关条件下自回归模型建立的预选条件[J].高师理科学刊,2013(3):29-32,58. |
| |
| 作者姓名： | 胡海燕 冯颖凌 吕效国 |
| |
| 作者单位： | 1. 南通大学 理学院，江苏 南通 226007; 江苏省江安高级中学，江苏 如皋 226534
2. 南通大学 理学院,江苏 南通,226007 |
| |
| 基金项目： | 2012年度南通大学杏林学院科研基金项目(2012K106)；2011年度南通大学自然科学类科研基金项目 |
| |
| 摘 要： | 利用广义差分法消除自相关影响,依据克莱姆法则分析基于自相关的自回归模型建立的预选条件,获得了自相关条件下线性自回归模型与8种非线性自回归模型建立的预选条件.
|
| 关 键 词： | 自相关 自回归模型 预选条件 |
The primary condition of the autoregression model on autocorrelation |
| |
| HU Hai-yan
,
FENG Ying-ling
,
L Xiao-guo.The primary condition of the autoregression model on autocorrelation[J].Journal of Science of Teachers＇College and University,2013(3):29-32,58. |
| |
| Authors: | HU Hai-yan FENG Ying-ling L Xiao-guo |
| |
| Institution: | HU Hai-yan1,2,FENG Ying-ling1,Lü Xiao-guo1(1.School of Science,Nantong University,Nantong 226007,China;2.Jiangsu Jiangan Senior High School,Rugao 226534,China) |
| |
| Abstract: | Employed the generalized difference method to eliminate effection of the autocorrelation,analysised the primary condition of the autoregression model by the Cramer′s rule.Then obtained the primary condition of the linear regression model and eight kinds of nonlinear autoregressive model based on the condition of autocorrelation. |
| |
| Keywords: | autocorrelation autoregression model primary condition |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
