| F检验临界值和模型定阶 |
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| 引用本文： | 张文泉 齐永顺. F检验临界值和模型定阶[J]. 天津大学学报(自然科学与工程技术版), 1989, 0(1): 91-96 |
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| 作者姓名： | 张文泉 齐永顺 |
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| 作者单位： | 天津大学技术经济与系统工程系(张文泉)，天津大学机械制造工程系(齐永顺) |
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| 摘 要： | 模型类型选择和模型适用性检验是时序建模的两个基本问题。时序模型适用性检验的核心是模型阶数确定问题。本文以统计学中的F检验和AIC准则为基础,推导出模型定阶F检验临界值。用它定阶简便实用。举例计算表明其结果和其他定阶方法相一致。
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| 关 键 词： | 时序 建模 F检验 适用性 AIC准则 |
CRITICAI VALUE OF F-TEST AND THE DETERMINATION OF THE ORDER OF THE MODEL |
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| Zhang Wenquan. CRITICAI VALUE OF F-TEST AND THE DETERMINATION OF THE ORDER OF THE MODEL[J]. Journal of Tianjin University(Science and Technology), 1989, 0(1): 91-96 |
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| Authors: | Zhang Wenquan |
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| Affiliation: | Zhang Wenquan (Department of Technical Economics and System Engineering) Qi Yongshun (Department of Mechanical Engineering) |
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| Abstract: | Two basic problems in time series modelling are the selection of the type of model and the test of suitability of the model. The determination of the order is the core of the test. Based on the F-test of statistics and AIC rule, the critical value of the F-test is determined. It is simple and practical. The results of calculations are in agreement with those obtained by other methods. |
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| Keywords: | time series modelling suitability F-test AIC rule |
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