economcours

1
1

ARIMA SARIMA
ARIMA SARIMA

Nkk= 1, . . . , 8
Nkk= 1, . . . , 8
Xt−Xt−1
Xt−Xt−12
X(t) = 0.5t+t, t∼N(0,1) α=.1, .5, .9
X(t) = 0.5t+t, t∼N(0,1) α=.1, .5, .9
X(t)=0.5t+t+ 2 cos(tπ/6), t∼N(0,1) α=
.1, .5, .9
x(t) = 0.5t+t+ 2 cos(tπ/6), t∼N(0,1)