.
( ) , , , . , , , , .., , - . .
.
Y. () t yt; Y yt+1, yt+2, , yt+k, ; Y yt-1, yt-2, , yt-k, .
, , , t. .
, , .
.
1. ( ) , () .
yt = a + b0xt-1 + b1xt-2 + + bkxt-k + ek. (11.1)
2. , .
yt = a + b×xt + g×yt-1 + ek. (11.2)
. , , . , [3].
. . , , . , .
. , , .
. , , ().
. , ; ( ) ..
|
|
,
yt = a + b0×xt +b1×xt-1 + bk×xt-k + et,
.
yt = a + b0×xt +b1×xt-1 + bk×xt-k ++ et. (11.3)
, b0 , Y X .
Sbj , Y X .
(m < k) .
(11.1) . 0= t, Xl = xt-1,..., Xk = xt-k
yt = a + b0×X0 +b1×X1 + bk×Xk + et, (11.4)
.