| 时间序列多期累积量的预测区间及应用 |
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| 引用本文： | 赵兴球.时间序列多期累积量的预测区间及应用[J].统计研究,1998,15(6):47-49. |
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| 作者姓名： | 赵兴球 |
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| 作者单位： | 中南财经大学计统系 |
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| 摘 要： | 一、引言在时间序列分析的许多实际应用中，考虑的预测区间通常有两种，一种是单期预测区间，另一种是多期联立预测区间。后者是一个新的研究领域。对时间序列Ｘｔ，可观察时间ｔ＝１，２，…，ｎ，建立单期预测区间是指对给定的α，找到常数Ｃ使Ｐ（｜Ｘｎ＋ｋ－Ｘｎ（ｋ...
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| 关 键 词： | |
Predicted Intervals of Multi-period Accumulators in Time Series and Applications |
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| ZHAO,Xing-Qiu.Predicted Intervals of Multi-period Accumulators in Time Series and Applications[J].Statistical Research,1998,15(6):47-49. |
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| Authors: | ZHAO Xing-Qiu |
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| Abstract: | In this paper, the prediction intervals of sum of several future observations for time series are first considered in order to meet needs of socioeconomic activities. The formulas of calculating them for ARMA models, ARIMA models and seasonal ARIMA models are respectively obtained. Finally a practical example is given. |
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