Fuzzy Vector Autoregressive Model and Its Application

摘要

Based on the fuzzy time series model and the vector autoregressive model, a new method of fuzzy time series is established in the paper. That is the fuzzy vector autoregressive model .This paper develops its parameter estimation and model structure selection criterion. In the end, take the effects of money supply and variation interest rate to Chinese economic fluctuation as an example, the application of this model is given.