高师理科学刊
高師理科學刊
고사이과학간
JOURNAL OF SCIENCE OF TEACHERS＇ COLLEGE AND UNIVERSITY
2014年
2期
34-37
,共4页
自相关%最小二乘法%广义差分法%区间估计
自相關%最小二乘法%廣義差分法%區間估計
자상관%최소이승법%엄의차분법%구간고계
autocorrelation%least squares method%generalized difference method%interval estimation
当自回归模型的随机误差项之间存在相关关系时，用普通最小二乘估计自回归模型中的参数将对参数估计式的统计特征、参数显著性检验及预测分析产生不利影响。因此，应采取适当的方法消除自相关的影响。研究了自回归模型消除自相关后的预测区间估计，针对常见的自回归模型，分别求出其相应的预测区间估计公式。
噹自迴歸模型的隨機誤差項之間存在相關關繫時，用普通最小二乘估計自迴歸模型中的參數將對參數估計式的統計特徵、參數顯著性檢驗及預測分析產生不利影響。因此，應採取適噹的方法消除自相關的影響。研究瞭自迴歸模型消除自相關後的預測區間估計，針對常見的自迴歸模型，分彆求齣其相應的預測區間估計公式。
당자회귀모형적수궤오차항지간존재상관관계시，용보통최소이승고계자회귀모형중적삼수장대삼수고계식적통계특정、삼수현저성검험급예측분석산생불리영향。인차，응채취괄당적방법소제자상관적영향。연구료자회귀모형소제자상관후적예측구간고계，침대상견적자회귀모형，분별구출기상응적예측구간고계공식。
If only use common least squares method to estimat parameters of the autoregressive models,it will be bad for the statistical characteristics of the parameters estimations,the test of significance and its predictive analysis when there is a correlation between the random error terms in the autoregressive models. Therefore,some appropriate methods should be done to eliminate the effects of self-related . Discussed the interval estimations of the autoregressive models after their autocorrelations had been eliminated. And it put forward the estimation formulas for five common autoregressive models.
