什么是ARMA模型? - 知乎
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ARIMA模型可拆分为3项,分别是AR模型,I即差分,和MA模型。 SPSSAU智能地找出最佳的AR模型,I即差分值和MA模型,并且最终给出最佳模型预测结果,SPSSAU智能找出最佳模型的原理在于利用AIC值最小这一规则,遍历出各种可能的模型组合进行模型构建,并且结合 AIC ...
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