| 时间序列中自相关与偏相关函数分析 |
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| 引用本文： | 于宁莉 易东云 涂先勤. 时间序列中自相关与偏相关函数分析[J]. 数学理论与应用, 2007, 27(1): 54-57 |
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| 作者姓名： | 于宁莉 易东云 涂先勤 |
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| 作者单位： | 国防科学技术大学数学与系统科学系 长沙410073 |
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| 摘 要： | 相关函数表现出时间序列中任意两个值之间的相关性是如何随着时间间隔而改变的.自相关函数刻画了时间序列相邻变量之间的相关性,偏相关函数则是排除了其它中间变量的影响,真实地反映两个变量之间的相关性,并且二者紧密相连.同时两个相关图所反映的信息在时间序列分析各个方面发挥着关键作用.
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| 关 键 词： | 自相关函数 偏相关函数 时间序列 |
| 文章编号： | 24259705 |
| 修稿时间： | 2006-06-08 |
Analyze Auto-correlations and Partial-correlations Function in time Series |
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| Yu Ningli, Yi Dongyun, Tu Xiaoqin. Analyze Auto-correlations and Partial-correlations Function in time Series[J]. Mathematical Theory and Applications, 2007, 27(1): 54-57 |
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| Authors: | Yu Ningli Yi Dongyun Tu Xiaoqin |
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| Affiliation: | National University of Defense Teehnology,Changsha,410073 |
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| Abstract: | Correlatiove function reflacts how does the correlation of the every two value in the time series analysis very with the time-distance.Auto-correlations function depicts the correlation o a value and the nearby one in the time series,but partial-correlations function eliminates the affect of the others.Besides,they have nearest connection.The two correlative functions reflect more informations,they all play key effects in every aspect of time series analysis. |
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| Keywords: | auto-correlations function partial-correlations function time series analysis |
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