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Mathematica 10 的新功能 › 扩展的时间序列过程 ›

从数据自动判断时间序列过程模型和阶数 

TimeSeriesModelFit 可完全的自动识别最佳描述给定时间序列的时间序列模型.

导入美国每月的名义上的非季节性调整的零售销售额.

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明确显示每月采样.

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根据自动选择系列的数据构建时间序列模型.

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创建未来七年的预测.

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计算预测的 95% 置信带.

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Related Examples

Decide Time Series Process Family and Order from Data Automatically » Identify Conditional Heteroscedacity » Airline Passengers » Constrain the Model Selection Set »
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