| 周期相关时间序列与周期自回归模型 |
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| 引用本文： | 韩苗,周圣武.周期相关时间序列与周期自回归模型[J].大学数学,2007,23(4):99-103. |
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| 作者姓名： | 韩苗 周圣武 |
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| 作者单位： | 中国矿业大学,理学院,江苏,徐州,221008 |
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| 摘 要： | 介绍了周期相关时间序列和周期自回归模型,并研究了周期自回归时间序列的稳定性及周期性,得到了它为周期相关时间序列的一个充要条件,推广了文献1]的结论.
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| 关 键 词： | 周期相关时间序列 周期自回归模型 稳定解 |
| 文章编号： | 1672-1454（2007）04-0099-05 |
| 修稿时间： | 2005-11-01 |
Periodically Correlated Time Series and Periodic Autoregressive Models |
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| HAN Miao,ZHOU Sheng-wu.Periodically Correlated Time Series and Periodic Autoregressive Models[J].College Mathematics,2007,23(4):99-103. |
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| Authors: | HAN Miao ZHOU Sheng-wu |
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| Abstract: | Periodically correlated time series and periodic autoregressive model are introduced.The stationarity and the periodicity of periodic autoregressive model are discussed,and it's necessary and sufficient conditions for periodically correlated time series are developed.The results given by the article 1] are generalized. |
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| Keywords: | periodically correlated time series periodic autoregressive model stationary solution |
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