为研究全球主要马铃薯生产国产量趋势及预测问题，研究人员利用 1961 - 2022 年年度数据评估 T-ARMA、ARIMA-ARCH、Weibull 和 score-driven 模型。结果显示不同国家适用不同模型，产量预测有增有减。该研究可为政策制定提供参考。 本研究利用 1961 年至 2022 年的年度数据 ...

The simplest way to specify an ARMA model is to give the order of the AR and MA parts with the P= and Q= options. When you do this, the model has parameters for the AR and MA parts for all lags ...

Some of the models used to forecast everything from financial trends to animal populations in an ecosystem are incorrect, ...

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...