BOX LJUNG VS LJUNG BOX
In medical research social science and biology a cross-sectional study also known as a cross-sectional analysis transverse study prevalence study is a type of observational study that analyzes data from a population or a representative subset at a specific point in timethat is cross-sectional data. In economics cross-sectional studies typically involve the use of cross.
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The Autoregressive Integrated Moving Average Model or ARIMA for short is a standard statistical model for time series forecast and analysis.
. A VAR model describes the evolution of a set of k variables called endogenous variables over timeEach period of time is numbered t 1 TThe variables are collected in a vector y t which is of length k. Equivalently this vector might be described as a k 1-matrix The vector is modelled as a linear function of its previous value. This process is now referred to as the Box-Jenkins Method.
Along with its development the authors Box and Jenkins also suggest a process for identifying estimating and checking models for a specific time series dataset. 相关图显示出在滞后1-20阶中样本自相关值都没有超出显著置信边界而且Ljung-Box检验的p值为099所以我们推断在滞后1-20阶lags1-20中没明显证据说明预测误差是非零自相关的 Acf检验说明残差没有明显的自相关性Ljung-Box测试显示所有的P-value005说明残差为白噪声 2判断预测误差是否.
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