. .
, 3-
, (5.1)
gt ;
st ;
et
, [23]
( ).
, , ( -).
, , , ( ) k , , [23]
.
( ), .
, 1 ( ).
, , 12 4 . , . , () . , .
, (15 , 15 , 15 , 15 ). . , , 4- . [ ].
12 4 , .
, (5.1), , , , .
, (t =1,, n; q =1,,4), (5.2)
sq .
, (). . , (n), , , . . , n , . ,
|
|
, (5.3)
i ;
t ;
.
,
(),
(), (5.4)
(a0, )
n , .
(5.5)
st n/kj, j=1,,q, (k1,,kq) 1, 2, ,(n -1)/2, n , 1, 2, n /2-1, n ,
(5.6)
( n)
(5.7) |
( n).
, . n/kj.
H0:
(5.8) |
2 n - p .
p (2 q +1 2 q +2);
;
S2 ,
( n)
( n).
, , ( ).
0 ( ) 0,
(j =1,, q). (5.9)
g , ,
(5.10) |
.
Hj,
(.
.
.
, . , , , , .
, , [15]
k
t - t0- S Ti
i=1
yt = g(t) + a(t) Cos (------------------ 2p) + et, (5.11)
Tk+1
g(t) ();
a(t) ;
t0 ;
Ti i - i+1 ;
k+1 , t;
et
.
g(t) a(t)
g(t) = g0+ g1t + g2t2+... + gntn, (5.12)
a(t) = a0+ a1t + a2t2+... + amtm.
, , , , .
|
|
, Ti(i = 1,, k) , t0. , ,
k
t - t0- S Ti
i=1
cos (------------------ 2p)
Tk+1
, 0, 1, 2,..., n, 0, 1, 2,..., m . , : { i} (i=0,,n); { i} (i=0,,m); Cov { i, j} (i,j = 0,,n);
Cov { i, j} (i,j = 0,,m); Cov { i, j} (i=0,,n; j = 0,..,m).
( ) (5.11)
k
t - t 0- S Ti
i=1
(t ) = (t ) + (t ) cos (-------------------------- 2p) =
k+1
= 0 + 1 t + 2t 2+... + nt n + (5.13)
k
t - t 0- S Ti
i=1
+( 0 + 1 t + 2 t 2+... + m t m ) Cos (-------------------------------- 2p),
k+1
t ;
k+1 .
k+1
k
k+1= = S Ti / k. (5.14)
i=1
k+1
1 k
{ k+1} = ------- S (Ti- )2, (5.15)
k (k-1) i=1
[7]
A(t )
{ (t ) - y(t )} = + { (t )} + cos 2(-------------) { (t )}+
k+1
A(t )
+ ( (t ) sin (------------) A(t ) -2k+1 )2. (5.16)
k+1
A(t )
{ k+1 - Tk+1} + 2 cos (--------------) Cov { (t ), (t ) },
k+1
k
A(t ) = (t - t0- S Ti) 2p;
i=1
k+1 k
{ k+1 - Tk+1 } = ------------------ S (Ti- )2 ;
k (k-1) i=1
n n-1 n
{ (t ) } = S t 2i { i} + 2 S S t i+jCov ( i, j);
i=0 i=0 j=i+1
m m-1 m
{ (t ) } = S t 2iD { i} + 2 S S t i+jCov ( i, j);
i=0 i=0 j=i+1
n m
Cov { (t), (t ) } = S S t i+jCov ( i, j).
i=0 j=0
. () 19601985 . .10 .5.
10. (. $)
1,665 | 2,423 | 3,115 | |||
1,708 | 2,416 | 3,192 | |||
1,799 | 2,484 | 3,187 | |||
1,873 | 2,608 | 3,248 | |||
1,973 | 2,744 | 3,166 | |||
2,087 | 2,729 | 3,279 | |||
2,208 | 2,695 | 3,501 | |||
2,271 | 2,826 | 3,318 | |||
2,365 | 2,958 |
, 1969, 1973, 1979 1984 ., 4, 6 5 ( 1981 . , ).
. 5 ,
,
.
1 ( a=0,05 17-5=12 c ). , .
0, 1, 0 ,
4 . 11 (5.16) , .
.5.
11.
3,45 | 0,45 | 3,72 | 0,27 | |
3,53 | 0,59 | 3,85 | 0,32 | |
3,68 | 0,82 | 4,02 | 0,34 | |
3,74 | 0,50 | 4,14 | 0,40 |
|
|
, .