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ACVF of ARMA(1, 1)
\(ARMA(1, ~ 1)\) process is a time series \(\left\{ X_{t} \right\}\) defined as: \[X_{t} - \phi X_{t-1} = Z_{t} + \theta Z_{t-1} \]where \(|\phi| < 1\) and \(\left\{ Z_{t} \right\} \sim WN(0, ~ \sigma^{2})\)。 它的 ACVF (autocovari