| 关于平稳时间序列线性模型的模拟模型 |
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| 引用本文： | 陈慧婵.关于平稳时间序列线性模型的模拟模型[J].西北轻工业学院学报,1997(1). |
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| 作者姓名： | 陈慧婵 |
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| 摘 要： | 本文利用计算机数字仿真技术建立了平稳时间序列的线性模型的模拟模型，得到了该系统状态模拟模型的随机差分方程，给出了ＡＲＭＡ（ｐ，ｑ）模拟模型的新息递推方程．
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| 关 键 词： | 平稳时间序列，线性模型，模拟模型，递推方程 |
ON SINMULATIONS OF LINEAR MODELS OF STATIONARY TIME SERIES |
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| Chen,Huichan.ON SINMULATIONS OF LINEAR MODELS OF STATIONARY TIME SERIES[J].Journal of Northwest University of Light Industry,1997(1). |
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| Authors: | Chen Huichan |
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| Affiliation: | Chen Huichan |
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| Abstract: | In this paper,the simulations of linear models of stational time series are given by CAD,and obtain their stochastic difference equations.The equation for new information of simulation of ARMA( p,q )model is given in recursive form. |
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| Keywords: | stationary time series linear models simulation of models recursive equation |
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