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AICC
- 对m,p,q进行遍历,求出所要ARMA情况的系数,然后再遍历m,p,q求出所有情况的AICC值, 同时对AICC最小的情况下的h步预报也以文件的形式输出,最后程序输出m使得AICC最小情况下的所有情况的系数-Pairs of m, p, q to traverse, find the situation to be ARMA coefficients, and then traverse m, p, q calculate the value of all the circumstances
ARMAcprogram
- 这是一个可对时间序列实现ARMA拟合的c程序。-This is a fitting time series to achieve the c ARMA process.
ARMA
- ARMA时间序列模型预测,内附详解,可以作为参数识别的参考程序。-ARMA time series model predicts that included Detailed can be used as a reference parameter identification procedure.