saudada 发表于 2010-1-31 00:34 
各位好：
請問seasonal random walk with trend的方程式如何呈現呢？
謝謝！
This is the simplest of seasonal random walk with trend model you may consider as a simulation model,
Y(t) = intercept + b1* qtr1 + b2* qtr2 + b3* qtr3 + a* time + e(t)
qtr1,qtr2,qtr3 coded as {0,1} indicators or dummy variables
e(t) is a random walk.
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