摘要
模型类型选择和模型适用性检验是时序建模的两个基本问题.而时序模型适用性检验的核心问题是模型阶数确定.本文从F检验出发,以AIC为基础,推导出模型定阶F检验临界值.用它定阶简便实用.举例计算,其结果和其他定阶方法完全一致.
Based upon AIC rule, the critical value of F-test has been developed, the order of model simply determined by it.
出处
《系统工程》
CSCD
1989年第2期6-8,11,共4页
Systems Engineering
