TimeSeriesInvertibility

TimeSeriesInvertibility[tproc]

给出时间序列过程 tproc 可逆的条件.

更多信息

范例

打开所有单元关闭所有单元

基本范例  (2)

检查过程是否可逆：

生成让过程可逆的条件：

范围  (2)

可视化让 MAProcess 可逆的条件：

对于三个参数：

求可逆 MAProcess:

检查：

属性和关系  (2)

每个 ARProcess 都是可逆的：

ARMAProcess 可逆的条件仅仅取决于平均移动参数：

Wolfram Research (2012)，TimeSeriesInvertibility，Wolfram 语言函数，https://reference.wolfram.com/language/ref/TimeSeriesInvertibility.html.

文本

Wolfram Research (2012)，TimeSeriesInvertibility，Wolfram 语言函数，https://reference.wolfram.com/language/ref/TimeSeriesInvertibility.html.

CMS

Wolfram 语言. 2012. "TimeSeriesInvertibility." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/ref/TimeSeriesInvertibility.html.

APA

Wolfram 语言. (2012). TimeSeriesInvertibility. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/ref/TimeSeriesInvertibility.html 年

BibTeX

@misc{reference.wolfram_2024_timeseriesinvertibility, author="Wolfram Research", title="{TimeSeriesInvertibility}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/TimeSeriesInvertibility.html}", note=[Accessed: 21-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_timeseriesinvertibility, organization={Wolfram Research}, title={TimeSeriesInvertibility}, year={2012}, url={https://reference.wolfram.com/language/ref/TimeSeriesInvertibility.html}, note=[Accessed: 21-November-2024 ]}