du bao bang mo hinh arima

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    D bo bng m hnh ARIMA(AutoRegressive Integrated Moving Average)

    1. Tnh dng v tnh ma va. Tnh dng

    Nu mi chui thi gian gi l dng th trung nh! "h#$ng sai! %&ng "h#$ng sai (t'i cc% tr* +hc nhau) s, gi- ngu./n +h0ng %1i d2 cho ch3ng %#4c 5c %6nh vo thi %i7mno %i n-a8

    9rung nh: ;(h#$ng sai: ?ar(

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    ?W dE dG o gi g'oQ8 L- liunh Q

    T8 fem chui Rice cC dng +h0ng

    T

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    nh T

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    nh j

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    Nh# vP. chui RI;t ch#a dng8 9a cC th7 l. sai "hOn Pc Q cFa chui n.8

    9hD 5em %& th6 orrelogram cFa chui sai "hOn Pc Q

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    Nh# vP. sau +hi l. sai "hOn Pc Q chui % dng:d=Q! A t`t nhanh vb sau Q % tr*H=Q! >A giYm nhanh vb sau Q % tr*:"=Q

    C th7 sD dEng m0 hnh ARIMA (Q!Q!Q)

    ". +,' -/ng v 0$%m *nh v,$ m hnh ARIMA

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    Nh# vP.! sai sU cFa m0 hnh ARIMA(Q!Q!Q) l mt chui dng v nC cC "hOn "hUi chun8Jai sU n. l nhi*u tr`ng8

    . Th' h$3n d bo9'i cDa s1 ;Huation cFa "h#$ng trnh! m n3t porecast

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