final
DESCRIPTION
final PPTTRANSCRIPT
25 ( - 20)262728
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1920 . 511.88 30.621 . 1/1/1997 (19 ) 1/1/2001 65322 33508 31814 . 1995 12 50 . .
10891 11308 : ... 65 . ... . 800 .
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, BOX JENKINS , .
BOX-JENKINS
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: ( ) , : : . AUTOCORRELATION FUNCTION .(ACF). PARTIAL AUTOCORRELATION FUNCTION (PACF) : . AUTOMATIC IDENTIFICATION CRITERIA(ESS/n) [1-(K/n)]-1SGMASQAkaike information Criterion(ESS/n)e(2k/n)AICFinite Prediction Error(ESS/n) (n+k/n-k)FPEGeneralized Cross Validation(ESS/n) [1-(2k/n)2k/n]-2GCVRice critarion (ESS/n) (Ln n )2k/nHQ(ESS/n) [1-(2k/n)]-1RICE(ESS/n) n (k/n)SCHWARZAm emiya prediction criterion(ESS/n) n+2k/nSHIBATASchawrz criterion(ESS/n) ( n+k/n-k)APC(ESS/n) n(k/n)SC
: :. LAST SQUARE METHOD. MAXIMUM LIKELIHOOD METHOD MINITAB .
: :
RESIDUAL ANALYSIS : (1) . (2) . (3) . (4) OBSERVATION ORDER . (5) FITTED VALUE . (6) . OVER FITTING . UNDER FITTING .
: .
: , (ACF) (PACF) . :. (0.2) ARMA .. (2.0) ARMA .. (2.0) ARMA .. (0.1) ARMA . .