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Partial autocorrelation test This test is similar to the autocorrelation test.Given the residual process x(n),it can be shown that when N is sufficiently large,the partial autocorrelation sequence(PACS)values {k}for lag /are approximately independent with distribution.This means that roughly 95 percent of the PACS values fall within the bounds±1.96/√N(本来应该所有点都在里面,还是由于有限长数据 的随机性导致)If we observe values consistently well beyond this range for N sufficiently large,it may indicate nonwhiteness of the signal. This test is similar to the autocorrelation test. Given the residual process x(n), it can be shown that when N is sufficiently large, the partial autocorrelation sequence (PACS) values {kl } for lag l are approximately independent with distribution. This means that roughly 95 percent of the PACS values fall within the bounds (本来应该所有点都在里面,还是由于有限长数据 的随机性导致) If we observe values consistently well beyond this range for N sufficiently large, it may indicate nonwhiteness of the signal.    1 96 N Partial autocorrelation test
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