自回归移动平均模型阶数确定的一种便捷方法：自回归移动平均（n，n - 1）建模策略
[A convenient way for autoregressive moving average model order determination: autoregressive moving average (n, n-1) modeling strategy].
作者信息
Guo Yun, Jin Shuigao, Liu Lihua
机构信息
Chinese Center for Disease Control and Prevention, Beijing 100050, China.
出版信息
Wei Sheng Yan Jiu. 2008 Jan;37(1):102-3.
OBJECTIVE
To introduce the autoregressive moving average (ARMA)(n, n-1) modeling strategy as to a convenient way for the determination of ARMA orders.
METHODS
ARMA(n, n-1) strategy was generally explained. A simulated ARMA(3,2) time series was generated and analized following this strategy.
RESULTS
Combined with AIC information criteria and residue plot, the order of ARMA model was determined and complied well with the simulated data.
CONCLUSION
ARMA(n, n-1) strategy may be convenient for the medical workers.
目的
介绍自回归移动平均（ARMA）(n, n - 1)建模策略，作为一种确定ARMA阶数的便捷方法。
方法
对ARMA(n, n - 1)策略进行了一般性解释。按照该策略生成并分析了一个模拟的ARMA(3,2)时间序列。
结果
结合AIC信息准则和残差图，确定了ARMA模型的阶数，且与模拟数据吻合良好。
结论
ARMA(n, n - 1)策略对医务工作者可能很方便。
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