摘要
相关函数表现出时间序列中任意两个值之间的相关性是如何随着时间间隔而改变的.自相关函数刻画了时间序列相邻变量之间的相关性,偏相关函数则是排除了其它中间变量的影响,真实地反映两个变量之间的相关性,并且二者紧密相连.同时两个相关图所反映的信息在时间序列分析各个方面发挥着关键作用.
Correlatiove function reflacts how does the correlation of the every two value in the time series analysis very with the time-distance. Auto-correlations function depicts the correlation o a value and the nearby one in the time series,but partial-correlations function eliminates the affect of the others. Besides, they have nearest connection. The two correlative functions reflect more informations,they all play key effects in every aspect of time series analysis.
出处
《数学理论与应用》
2007年第1期54-57,共4页
Mathematical Theory and Applications
关键词
自相关函数
偏相关函数
时间序列
auto-correlations function partial-correlations function time series analysis
