自相关条件下自回归模型建立的预选条件

摘要

利用广义差分法消除自相关影响，依据克莱姆法则分析基于自相关的自回归模型建立的预选条件，获得了自相关条件下线性自回归模型与8种非线性自回归模型建立的预选条件。%　　Employed the generalized difference method to eliminate effection of the autocorrelation,analysised the primary condition of the autoregression model by the Cramer′s rule. Then obtained the primary condition of the linear regression model and eight kinds of nonlinear autoregressive model based on the condition of autocorrelation.