. .
() . (first-order autocorrelation) . (second-order autocorrelation) , , .. , , (lag). :
1, 2, 3, , n
, i () :
, 2-i, 3-i, , n-i.
i (i = 1, i = 2, i = 3 . .).
. , , , . .
( 2001-2010) , (. . 3.30-3.33). , . (. 5.1) (. 5.2).
. 5.1.
. 5.2.
, , , , . , , , .
, .
(lag=1):
.
:
..
, , 1 , .. .
. , . Statistics/Advanced Linear/Nonlinear Models/Times Series/Forecasting, (2001-2010). OK (transformations, autocorrelations, crosscorrelations, Shift Shift (Lag) Series Forward 1. (Transform selected series) Save variables. Add to Workbook. , , , 1 . , , (. 5.3).
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. 5.3.
Statistics/Advanced Linear/Nonlinear Models/Nonlinear Estimation. , , , . . 5.4., 5.5.
. 5.4.
. 5.5.
, :
.
, , , . , .
, .
, , ,