序列相关的检验与诊断

序列相关的检验与诊断赵进文ＡＢＳＴＲＡＣＴＩｎｇｅｎｅｒａｌｏｐｉｎｉｏｎ，ｔｈｅｍｏｄｅｌｓｗｅｂｕｉｌｔｈａｖｅｐｏｗｅｒｆｕｌｐｒａｃｔｉｃａｌｆｏｒｅｃａｓｔａｂｉｌｉｔｙｓｏｌｏｎｇａｓｔｈｅｙａｒｅａｃｃｅｐｔｅｄｂｙｓｉｇｎｉｆｉｃａｎ...

Test and Diagnosis of Series Correlation

In general opinion, the model we built have powerful practical forecast ability so long as they are accepted by significant test and series correlation test, and can be used to forecast in practical cases. However, the author’s research show up that correlation test is highly sensitive to outliers, leverages and influencial observations. Thus, we shouldn’t make arbitary assertion only by the test statistics, and should still analyze and diagnose their influence on correspondent statistics on the basis of data itself.