统计研究 ›› 1998, Vol. 15 ›› Issue (6): 47-49.

• 论文 • 上一篇    下一篇

时间序列多期累积量的预测区间及应用

赵兴球   

  • 出版日期:1998-06-15 发布日期:2012-02-14

Predicted Intervals of Multi-period Accumulators in Time Series and Applications

ZHAO Xing-Qiu   

  • Online:1998-06-15 Published:2012-02-14

Abstract: In this paper, the prediction intervals of sum of several future observations for time series are first considered in order to meet needs of socioeconomic activities. The formulas of calculating them for ARMA models, ARIMA models and seasonal ARIMA models are respectively obtained. Finally a practical example is given.