WOLFRAM

Novos Recursos do Mathematica 10 › Processos de Séries Temporais Expandidos ›

Use estimador espectral para achar parâmetros FARIMA 

Parâmetros do processo de média móvel fracionariamente integrado autorregressivo FARIMAProcess, incluindo a ordem de integração, podem agora ser estimados tanto para processos escalares como vetoriais.

As mínimas anuais de fluxo do Nilo do ano 622 D.C. ao ano 1284 D.C.

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Centralize os dados e os ajuste a um processo FARIMA.

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Preveja os próximos 100 anos e ajuste para o nível médio dos dados originais.

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