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各位大神,论文修改意见让提供时间序列的数学表达式,只会做不会写公式啊,请教高手公式和公式表述。R结果如下:
> arima(bts, order = c(1,0,0),
+ seasonal = list(order = c(2,1,1)))
Call:
arima(x = bts, order = c(1, 0, 0), seasonal = list(order = c(2, 1, 1)))
Coefficients:
ar1 sar1 sar2 sma1
0.3946 0.0477 -0.4625 -1.0000
s.e. 0.0954 0.1028 0.1088 0.1405
sigma^2 estimated as 12.45: log likelihood = -276.69, aic = 563.37