作者ashugh (hugh)
看板Statistics
标题[问题] 计量
时间Tue Jan 15 14:08:45 2008
是非题 我有答案了 不过不知道为什麽
(X) Stationarity implies that all acf values lie inside the bound of the
confidence interval.
(X) A short run memory implies that pacf will die out quickly after short
lags.
请大家帮忙解释一下为什麽
感谢!
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