英语翻译If you look at a time series graph of PPI,6 it should be
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英语翻译
If you look at a time series graph of PPI,6 it should be clear that it is not stationary
and needs to be differenced.It turns out that it is best to work with the
logarithmic difference.
Although the ACF (shown in the upper right-hand portion of the figure) decays,
the decay does not seem to be geometric.Notice that the PACF has significant
spikes at lags 1 and 3.As such,at this point in the analysis,there are several
possible candidates:
1.AR(3):The ACF does not exhibit simple geometric decay so an AR(1) is
likely to be inappropriate.Moroever,the PACF does not display a simple
decay pattern; instead,the values of θ1 andθ3 are significant.
2.Low-order ARMA(p,q):Neither the ACF nor the PACF display simple decay
patterns.As such,the process may be mixed in that it contains AR
and MA terms.
If you look at a time series graph of PPI,6 it should be clear that it is not stationary
and needs to be differenced.It turns out that it is best to work with the
logarithmic difference.
Although the ACF (shown in the upper right-hand portion of the figure) decays,
the decay does not seem to be geometric.Notice that the PACF has significant
spikes at lags 1 and 3.As such,at this point in the analysis,there are several
possible candidates:
1.AR(3):The ACF does not exhibit simple geometric decay so an AR(1) is
likely to be inappropriate.Moroever,the PACF does not display a simple
decay pattern; instead,the values of θ1 andθ3 are significant.
2.Low-order ARMA(p,q):Neither the ACF nor the PACF display simple decay
patterns.As such,the process may be mixed in that it contains AR
and MA terms.
如果你看一个PPI时间序列图,6应该清楚,它是不固定的
需要差.原来,这是最好的工作与
对数差.
虽然ACF(在图的右上部分所示)衰变,
衰减似乎没有几何.注意,PACF具有显著的
在滞后1和3尖峰.因此,在这一点上的分析,有几个
可能的候选人:
1.AR(3):ACF不具有简单的几何衰减,AR(1)是
可能是不恰当的.moroever,PACF不显示一个简单的
衰减模式;相反,1和3的θθ值是显着的
2.低阶的ARMA(p,q):既不也不显示简单的衰变PACF ACF
模式.因此,该过程可以混合,它含有AR
马条款.
需要差.原来,这是最好的工作与
对数差.
虽然ACF(在图的右上部分所示)衰变,
衰减似乎没有几何.注意,PACF具有显著的
在滞后1和3尖峰.因此,在这一点上的分析,有几个
可能的候选人:
1.AR(3):ACF不具有简单的几何衰减,AR(1)是
可能是不恰当的.moroever,PACF不显示一个简单的
衰减模式;相反,1和3的θθ值是显着的
2.低阶的ARMA(p,q):既不也不显示简单的衰变PACF ACF
模式.因此,该过程可以混合,它含有AR
马条款.
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