1 - yt , .
. . 1.1 [t1; t2 tn].
yt yt = {y1, y2yn } T = {t1, t2tn }. , , 8.
-
1. .
1.1. :
, | (1.2) |
yti yt (t = 1n),
ti - t (i = 1n),
n , yt.
ryt yt t . ryt +1 1, yt t . ( . ).
1.2. :
(1.3) |
- (. .1.1);
k = n - 2 ( () , ");
- ;
- .
(1.3) , . . yt .
2. , yt t.
2.1. yt [t1, tn].
2.2. , yt t.
, yt, ( 2.1). . 1.1 , .
1.1
2- | ||||||||||
| 3- | |||||||||
() |
, [4]. , , .
|
|
2.3. .
1. , , (), ( 1.4).
. (1.4)
.
(1.5) |
, [2, . 27-29], l.
, : , (), (2- 3- ), . ( ). . , .
2. Excel :
1. .
2. .
3. , .
4. . 1.2.
5. (, . .).
6. .
7. , .
. 1.2.
.
3. .
3.1. , (t) .
3.2. yt :
. | (1.6) |
3.3. .
, | (1.7) |
n - ,
.
3.4.
. | (1.8) |
(1.7) (1.8) .
3.5.
, | (1.9) |
S2 ,
- .
S2= , | (1.10) |
- ( ), .
|
|
yt t , 0 1. , .
, ryt = 0, 0, yt t , .
. , .
4. yt.
1. ti = n+1 .
2.
(1.11)
, (1.12)
tgk , ( 2, . . 2.1) k= n-2 p = 1- /2;
n - ;
t n+1 - t ;
- t;
- yt (. 1.7).
:
2