(通过) Lag chi square pr>chisq 6 12 18 24 30 36 给出模型 No mean term in this model.(无均值) Moving Average Factors(滑动平均因子)第一个因子: Factor 1: 1 + B**(1) 第二个因子:Factor 2: 1 - B**(12) 输入因子: Input Number 1(第一个输入(干预)因子) Input Variable(变量名) :...
This equation is known as the continuous wavelet transformation (CWT) general form. Where a is the scaling parameter, b is the shift or translation parameter, and \(\:{\psi\:}^{*}\) is the complex conjugate function. ARIMAX model The ARIMA model is a frequently-used technique in time ...
The presence of lagged values of the response variable on the right hand side of the equation mean that \beta can only be interpreted conditional on the value of previous values of the response variable, which is hardly intuitive. If we write the model using backshift operators, the ARMAX ...