rosie39 发表于 2021-5-7 23:30 
直接求EXP(预测值)
谢谢!
请教,由predicted log y转换到y即原始序列的预测值,到底是直接作反函数运算;
还是采用如下公式,即需要将时间序列模型的方差纳入对y的prediction formula中?
exp(log Y^)exp (1/2sigma^2), where log Y^ is the time series predicted log sequence, sigma is the standard deviation of disturbance term in the time series model