主要讨论时间序列的自回归模型AR(p)的参数估计问题,列出常用的普通最小二乘估计和整体最小二乘估计方法,列出算例进行比较分析。
It discusses mainly the time series autoregressive model AR(p) of the parameter estimation problem,listing commonly used ordinary least squares estimation and total least square estimation.In the last give the example to testify and analyses.